There was no Anglican church at Shaw until 1838 when a small church designed by T.H. Wyatt was built. A chapelry of Shaw, with Whitley, was formed in 1843. Gas heating was installed in 1846. As both Shaw and Whitley grew in size this church proved too small and was rebuilt in 1905 to a design of C.E. Ponting in the late Perpendicular style. He retained the north and south walls of the former nave and provided aisles formed from oak pillars and arches with a half timbered clerestory.
The tower is in four stages with the lowest forming a porch and baptistry. The slender spire is covered with oak shingles and has one bell. Seating was provided for 450 people. The original church organ was enlarged in 1925 and electric lighting was provided in 1937. The parish registers from 1838, other than those in current use are held in the Wiltshire & Swindon History Centre at Chippenham.