The Society had its beginnings in the 1880s, when the bishop of the newly established Anglican mission in Korea asked Fr Herbert Hamilton Kelly to train men for work in his diocese. The work rapidly expanded and developed into a theological college for Anglican ordinands, particularly those who would not otherwise have the opportunity, the means, or the  educational qualifications to train for the priesthood. From the 1903 the College was located at Kelham, near Newark in Nottinghamshire.

Alongside and in conjunction with the development of the College, the Society of the Sacred Mission came into being. In 1893 Fr Kelly and two others were admitted as novices of the new community, and before long many others joined.

For much of its history the main work of the Society was running theological colleges, first at Kelham and later also in Australia, but members have always been involved in other ministries as well. In 1902 the Society began working in South Africa and has been extensively engaged in pastoral, educational and mission work there and in Lesotho. With changing patterns of theological education, the colleges were closed in the 1970s, but the Society has continued to be engaged in the sacred mission in a wide variety ways, seeking always for any new opportunities for glorifying God that he may give.