In 1883, Grand Rapids woman Ella Pierce decided to establish a music society and gathered eight of her friends to hold the first meeting on September 7 of that year. These nine women formed a society to advance musical culture and they proclaimed that the society “was on broad lines, free from selfish interests, devoted to musical improvement and the development of the art in the community.” The name St. Cecilia was chosen because she is the patron saint of music. By the end of the first year, the society had 100 members. During the first ten years, meetings were held in various rented rooms throughout the city, including at the Ladies' Literary Club. In the seventh year, the society began bringing well-known artists to Grand Rapids, and only members could attend the concerts. This significantly increased membership, and society members decided they needed a building that could house their growing numbers and that was designed specifically for musical performances.

In May 1892, the society purchased land on Ransom and on November 1893 work began on the building that was designed by Chicago architect Henry Ives Cobb. A dedication ceremony took place on June 19, 1894 and the mayor and local dignitaries were in attendance. Over ten percent of the population turned out to tour the new building. Women took an active role in fundraising for construction, and this building was the first building to be built and owned by women dedicated to music. Also, in 1895, Frederick S. Church, a famous New York artist and Grand Rapids native, designed a stained glass window that pictured Saint Cecilia. The window hangs on the building's south wall. In 1971, the building was listed on the National Register of Historic Places.

St. Cecilia Music Society is considered the “mother of the arts” in Grand Rapids. In 1916 and 1917 the society gave free Sunday concerts, and the audience often sang along with the music, providing an escape from the uncertainty and violence of World War I. These free concerts led to the idea of establishing an orchestra, which would later become the Grand Rapids Symphony.

The society also featured famous musicians still early in their careers, such as English pianist Myra Hess. Since its beginning, the society gave new, unrecognized musicians a chance to be heard. This emphasis on the talents of youth have led to the creation of St. Cecilia Music Society's youth choirs, youth orchestra and youth band. These programs are especially important at a time when budget cuts are forcing schools to reduce funding to music programs. In 2003, the society celebrated its 120th birthday through performances by the Grand Rapids Ballet Company, Opera Grand Rapids, the Grand Rapids Symphony and the Civic Theatre. All of these organizations can trace their beginnings back to St. Cecilia Music Society.