WHGS was founded on 26th January 1887 as a Grammar School. The original part of the school was designed by A H Davies-Colley in 1886-1887 as a large, high (up to four storeys) building of red brick and yellow terracotta. There is a hall of c.1910 in the same style. Both buildings are strictly symmetrical. The building lies on top of a large tunnel network. In the original building, there is a ground floor hall surrounded by balconies on many levels. The main staircase is ornamented by large stained glass windows. The basement level was refurbished on one side in 2007 in order to allow lessons to be held in two small classrooms. The tunnels, archives and stores still remain, though.
The stage of the main hall lies opposite the hall entrance, above which are a number of magnificent oil paintings of previous headmasters, some near to 6' in length. Around the oak-panelled walls of the hall are boards bearing the names of old boys who have been awarded Scholarships or Exhibitions to Oxford or Cambridge, long-serving teachers and all past headmasters. Above these are numerous house flags and shields. On the west wall is the stage staff balcony. The stage staff are appointed each year to operate and maintain lighting and sound for the school. Beneath the balcony is the organ. There is also a grand piano which is frequently used for public concerts and recitals. Beneath the main hall was originally the changing rooms but this is now the music department which is equipped with an older grand piano in the rehearsal studio, along with several upright pianos and a number of computers and keyboards.
Leaving the old building from the back, one enters the north quad. Opposite is the science block, which was built in 1927. It houses approximately 10 physics, chemistry and biology laboratories and also classrooms for business studies and economics. There are darkroom facilities within the physics department. The first extension, in the 1940s, added 4 labs at the north end of the building. Its purpose, according to the Headmaster at the time, was to "prosecute study and further the development of truth; if that can't be done, what else is there?" The second extension was in January 1985. The gap at the back between the then-Donner library and the 'old' biology laboratory was filled to give a new biology lab and a multi-purpose large lab. The latter of these was refurbished in 2002 as the Dr Barnes Laboratory, in memory of Dr Barnes, head of chemistry.
On the other side of the north quad is the Donner building, named after Sir Edward Donner, a benefactor of the school. It was built as an extension to the technology building in the mid 20th century. It was this building which was radically altered through funding from the United Learning Trust in 2007 to give the school the new modern academy building. The new Donner Centre opened in September 2008. It is now home to the refectory style dining hall, the school administration offices, the Principal and Vice Principal's suite together with new classrooms for Mathematics, History, Geography and Religious Studies. In addition, the school's new Art, Design Technology and Food Technology departments are also accommodated in the Donner building.
On the other side of the Donner Block is the south quad. This is surrounded by the Performing Arts Centre, the Learning Resource Centre and the Zochonis Centre. The Zochonis building is home to Modern Foreign Languages, ICT and English.
The Donner Library moved to its current home in the south quad in 2007 and is now known as the Learning Resource Centre.
Behind the academic buildings, and backing onto Princess Road are the sports facilities. There is a sports hall with full cricket nets, gymnasium and changing rooms as well as a more modern pavilion/changing room suite. A full-size AstroTurf pitch with adjacent netball courts was built in 2002-2003. In winter the playing fields are used for hockey, rugby and soccer pitches, and in summer for rounders and cricket pitches with high quality wickets. Badminton, basketball and tennis are also played.
Throughout the year there are regular inter-school and inter-House matches in all the main sports. The Corps also has an indoor rifle range on the campus.