There do not seem to have been any reports of Roman Catholics in the town in the 17th and 18th centuries and it was not until the Barracks were re-occupied in the 1870s that any attempt was made to provide a meeting place for Catholics. A place was then needed for the Roman Catholic soldiers stationed in the town and at first a club room at the back of the Anchor and Hope, opposite the Barracks in Frome Road, was used. The Rev. E.A.G. Arundell, of the well known Catholic family from Wardour Castle, was involved from an early stage and he and his brother, Lord Arundell, bought land in Wingfield Road on which the present church was built in 1875. The church cost £700 and was built in stone in the Decorated style. There was no resident priest at first and the status was that of a mission church with priests lodging in the town for a few months with some coming from Bath while Franciscans came from Clevedon. Father Arundell was connected with the parish until 1897 when he retired to Bournemouth. Premises holding both a convent and a school were set up on the corner of Wingfield Road and Avenue Road c.1895 but in 1898 the convent moved to Weymouth. In 1902 Dom. George Hubert became the first priest in charge to be at the church on a permanent basis. In 1907 the church was enlarged to take 250 sittings and a new porch was built. Just after the First World War an old army hut ('the tin hut') was sited next to the church as a parish hall.