In the fall of 1943, the founding pastor, Fr. Robert J. Donohoe (who later became invested as the Very Rev. Monsignor Donohoe), decided to build a school with the newly opened church on the outskirts of Phoenix. While St. Agnes parishioners constructed two temporary classrooms to be used as the school, plans began for the construction of a permanent building. Construction of the new school was completed and ready for move-in on March 9, 1946. Fr. Donohoe invited the Sisters of Charity of the Blessed Virgin Mother to come to teach at the school. St. Agnes School opened its doors to seventy-two children in Grades One through Four and held its first graduation exercise on May 29, 1947. Twenty-two eighth grade students, 11 boys and 11 girls, received diplomas from Fr. Donohoe. The Sisters of Charity remained until the early 1980s.
As plans began for the new St. Agnes church in 1952, the temporary building that had been used as the church became what is currently known as Donohoe Hall. Today, Donohoe Hall serves as a gathering place for a variety of school and parish activities.