The Malay Residential School started on the 2nd of January 1905 with the presence of 8 students and three teachers. The news of the establishment of the school spread out throughout the Federated States of Malaya, with some approving gestures from the public, as the number of students increased to 59 students and three teachers by the end of the year.

As its initial objective was to cater for the academic needs of the royals and the chiefs' children, peers of the similar group mainly populated the school. Though, at the early of its development, many were just day students from around the town of Kuala Kangsar, while the rests lived with the teachers and railwayquarters, due to the inavailability of adequate facilities, to the extent that even fowl houses were partially turned to classrooms.

William Hargreaves, the school's first headmaster, created the foundation of the school's tradition, based the highly regarded public school culture in Britain. It was decided then by the British administration that the school was to be run similar to the normal residential school of Britain, and therefore, facilities and infrastructures were made available to cater for the needs of the studentsand teachers alike, in order to achive this.

The final result was, a rise of a magnificent building, the Overfloor, on the 11th of December 1909, and officiated by the Sultan of Perak, in the presence of the High Commisioner of Federated Malay States. In the same occasion, notably, Malay Residential School was renamed as the Malay College of Kuala Kangsar.

Exposure of western ideologies, culture, and influence, were heavily emphasized on and were given utmost priority, though religious studies and Malay literature were of great importance. Teachers were responsible not only to watch over their studies, but to also be constantly aware of the students' daily routine (e.g table manners, proper dress code, and practice of proper English). In the field of sports, football became the first to gain popularity among the students, as Hargreaves himself was a keen footballer. And in 1911, the Special Class for Probationers was introduced, to train students to be Malay Administrative Officers. It signalled the very first batch of students from the Federated Malay States to be admitted into the school.

Hargreaves left in June 1918. The empty post was filled by acting Headmaster, J.O May. By then, the Board of Governors had already been established with participation of the British Residents of F.M.S., Director General of Education, and also included several Malay Representatives from F.M.S.

A prominent figure in the college history is L.A.S Jermyn (1919-1923), who replaced May as the headmaster. He introduced the college band, chemistry, and music subjects, woodwork, carpentry, the Old House system (Heads, Wheels and Rookies), and theatre.. His other contribution was the production of the first College Magazinein1921, under the supervision of E.La.M.Stovers. A teacher during his period who later became a prominent intellect was Zainal Abidin bin Ahmad, publicly known as Za'aba.

C.Bazell took his seat in 1923. Known for his love and positive perception of the Malays, the headmaster was responsible for various changes in the school, for instance, he substituted monitors for prefects, and replaced princes in cubicles with prefects. It was around this time when the college rose to prominence in sports, especially football. The college was also respected for its formidable cricket, hockey and lawn tennis team. The Old Pool, to promote swimming habits among the boys, was constructed in 1926, and Bazell introduced Eton's Fives in 1928. In 1938, the Heads, Wheels and Rookies house system were substituted for Mohd. Shah House (Yellow), Ahmad House (Black), Idris House (White), and Sulaiman House (Red), honouring the four rulers of F.M.S who were directly or indirectly responsible for the establishment of the Malay College.

H.R. Carey replaced Bazell in 1928, and the College was closed in 1941 in the midst of World War 2.