It is thought that there was an extremely early church within the parish, at around the end of the 11th century; a church, its tithes and lands were granted to Shaftesbury Abbey by the lord of the manor, Ernulf de Hesdin, when his daughter became a nun there. This church is thought to have originally stood where St Leonard's now is, but evidence is scarce.
In 1393 the advowson of Keevil was sold by the Abbey of Shaftesbury to the Priory at Edington. It is presumed that the monks went swiftly about the business of building a new church.The church built by them was known as St Leonard's by 1396. There were initially two chapels; one was known as the Lady Chapel.
St Leonard was the patron saint of prisoners and other churches within Wiltshire which share the name include Minety and Broad Blundson. He was born in Le Mans, in France, and died at Limoges in 559.
The church has a nave, chancel, north and south transepts, south aisle, west tower and three porches, facing north, west and south. The nave is especially interesting as it is irregular; one side is at least one foot shorter than the other, creating a slightly wonky effect. The chancel has two single windows.