Each day begins and ends in prayer. The students attend daily mass at school Mon.-Wed. and attend mass with St. Mary's on Fridays. On Thursdays the students are allowed a period of reflective prayer time when the schedule allows. The students say the Angelus after mass. Seasonal prayers are also observed such as The Way of the Cross during Lent.

Sacred Heart of Jesus High School is a private, independent Catholic high school that faithfully adheres to the teachings of the Catholic Church. SHJHS is legally and financially independent from the Catholic Diocese of Memphis, while at the same time adheres to the Bishop of the Catholic Diocese of Memphis. Bishop Terry Stieb S.V.D.D.D. established a decree that SHJHS is a private association of the Christian Faithful.