Stenhus Kostskole was founded in 1906 by the educationalist H.E.Hass. He started his school with 9 students, and 7 of them were boarders.

The basic principles of the school were religious devotion, modesty and respect for truth and justice. His ideas won acceptance. When he passed on the school to Svend Larsen in 1930, it had 153 pupils from the 6th form to the upper secondary level.

Stenhus became an independent institution and former students started a support foundation called The Stenhus Foundation. With a present from Svend Larsen and his wife and a collection among former students, the foundation received 600,000 kroner.
In 1972 Alfred Jacobsen (a Danish American) donated 200000 dollars to the Foundation and a rebuilding and extension of the school became possible later on.