Until the early 1930s Catholics in the village worshipped in Devizes but c.1932 Meta and Joseph Sainsbury offered the use of their house to the parish priest, Father Louis Valluet, of Devizes. In 1933 the house was extended and Mass was said in the Sainsbury's living room every Sunday until 1940. By that time the congregation was too large for the room and they moved to the old hall in Market Lavington. Later Lady Holloway offered the use of the Village Sports Club in West Lavington and so they moved back into the village. Before he died in 1945 Joseph Sainsbury had made over a section of his garden so that a more permanent church could be built. A section of a former army hut was erected there in 1947 and the interior was fitted and decorated by Father Maurice Chemanin. The chapel was dedicated to St. Joseph on 29th June 1947.
By 1965 new premises were needed and West Lavinton Sports Club was purchased and converted into a church. It was opened on 11th December 1966 and served as the Catholic church for five years. However the opportunity to buy the Methodist chapel in Littleton Pannell arose in 1967. This was fully renovated and the first mass in this brick built church was said by Father Kevin O'Neill on 25th December 1971. In the late 1970s Father McGrath transformed the church completely with a new entrance and interior. A font was brought in from Chitterne.