The Capital Day School library is an inviting space with a diverse and broad collection of about 7,000 volumes.

Library knowledge begins in the Preschool when children come to the library once a week for story time and to check out books. In the lower and middle school grades, library skills are taught along with the research or reading the students are doing in their classes. Middle School students are scheduled to come into the library with their teachers, as well as individually, depending on research and book selection needs. The library also operates as the center of interdisciplinary unity for the Middle school.  It is open for middle school students at lunch recess and for all students before and after school.