1881年至1882年，馬偕第一次返回加拿大休假期間，在加拿大募款六千多英磅，籌建淡水「牛津學堂」，這是北臺灣第一個傳授西方知識的教育機構。學校的興建由馬偕親自選地、設計、督工，建築形式採中西合璧，四合院格局有三開間主屋，兩進兩護龍；前檐有西式「女兒牆」，山牆以紅磚砌成圓拱窗嵌彩色玻璃。屋脊設小尖塔。1882年學校落成，漢名「理學堂大書院」，英文名「Oxford College」，俗稱為「牛津學堂」。因為看見臺灣人不重視女子教育，馬偕隔年在牛津學堂東側設「女學堂」，1884年落成招生，是北臺灣第一間女學校。

Between 1881 and 1882, MacKay had his first furlough back to Canada. When he was there, he raised more than six thousand pounds in funding to construct a school building, Oxford College, in Tamshui. This school was the first educational institution setup for teaching western knowledge in northern Taiwan. MacKay did everything personally, including choosing the location, designing, and supervising the construction progress until it was finished. The style combines eastern and western elements. There are three main halls and two side wings within the area of a Chinese four-section compound (Chinese quadrangle) in a shape of the Chinese character “日.” He also used a western parapet at the front and the gable was made out of red bricks with stained glass arched windows. On top of the ridge of the roof was a small pointed tower. After finishing the building in 1882, he named it “The Hall of Reason of the University” in Chinese and “Oxford College” in English, and the locals called it “Niu Jin Xue Tang.” MacKay noticed that the Taiwanese were neglecting women’s education, so he established a “Girl’s School” on the east side of Oxford College in the following year. Construction was finished and the first students were enrolled in 1884, and it was the first school for women in Taiwan.