The school was proposed in the 1880s and approved by President Grover Cleveland in 1888, but was not ready to accept students until 1904, when property from a closed arsenal was transferred to the school. The property remained under the control of the U.S. government, rather than the school’s board, until 1972. The school temporarily closed due to bankruptcy in the 1930s and the students attended Castle Heights Military Academy in Spring Hill until CMA reopened.
CMA’s ROTC program prepared countless students for the United States Military Academy at West Point and for the United States Naval Academy. In the 1960s, desegregation increased the popularity of private day schools in the south and many boarding schools failed. CMA’s enrollment plummeted, especially during the Vietnam War years. In 1969, female day students began to attend and were not required to participate in ROTC. The end of mandatory ROTC undercut CMA’s original purpose, and the school continued to lose students until it finally closed in 1979. CMA has an active alumni association, and many CMA graduates went on to achieve high positions in both the military and civilian sectors.