Jefferson College, incorporated by an act of the first General Assembly of the Mississippi Territory in 1802, was named in honor of Thomas Jefferson, president of the United States and president of the American Philosophical Society. Territorial governor William C. C. Claiborne served as president of the college's first Board of Trustees.
After years of initial financial difficulties, Jefferson College opened its doors on January 7, 1811, as a preparatory school, with fifteen students. Funds from Congress, the Legislature, and private citizens led the way to new prosperity, and by 1817 Jefferson College had become a full-fledged college; ten-year-old Jefferson Davis attended in 1818. By 1819 a new building, the East Wing, designed by prominent Natchez architect Levi Weeks, was complete.
In 1830 the college purchased the Methodist church building that had housed the 1817 Mississippi statehood convention, renovated it in 1832, and in 1839 completed construction of a new West Wing.