Our Lady of Mercy School was first called Sacred Heart School. As a parish school Sacred Heart received children from Southold town into its classrooms. When the Diocese began regionalizing schools the school then became North Fork Catholic. Shortly after that time, as it became closer in its affiliation with McGann Mercy High School. the name was changed to Our Lady of Mercy Regional to reflect the Sisters of Mercy that began to run the school and who founded then Mercy High School.