Saxe Middle School was named in honor of Henry W. Saxe, who was Superintendent of Schools in New Canaan for thirty years. It opened on January 21, 1932 and has been at the present location since 1971, when New Canaan High School moved to its new facilities.

Originally, Saxe was designated as a junior high school for students in grades seven and eight.

The school was reorganized in 1983 to include grade six and has moved steadily over the years to implement a middle school philosophy in educating its students. In 1995, Saxe Middle School was converted to a grade 5 - 7 middle school to accommodate the growing enrollment needs of the New Canaan Public Schools. In 2000, the eighth grade program was reinstated at Saxe Middle School thus creating a grade 5 - 8 middle school.