The west tower.
Shaftesbury Abbey administered a church that was in existence at Sedgehill in the early 14th century. A graveyard was established in 1395, the inhabitants of Sedgehill having hitherto been buried in the Abbey churchyard. From the same year the church, dedicated to St. Katherine, functioned as a chapel of Berwick St. Leonard parish church, whose patronage also lay with Shaftesbury Abbey. Between 1545 and 1622 administration of the church, an associated cottage and the tithes lay at different points with the Crown, with a private owner to whom the Crown had sold the property and his descendants, and with the parish of Berwick St. Leonard. From 1661 to 1914 the church remained as a chapel of the latter. In 1914 Sedgehill was detached from the parish of Berwick and, with a section of East Knoyle parish, became the ecclesiastical parish of Sedgehill. In 1976 the benefice was united with that of Semley and from 1985 the united benefice has included East Knoyle.
The church consists of a chancel, nave, north vestry, south porch and west tower. The tower was built in the early 16th century and the porch was rebuilt in 1763. In 1845 the chancel and nave were rebuilt and the vestry added.
In 1553 there were three bells, all subsequently recast, the first in 1667, the second in 1671 and the third in 1748. Two further bells were added in 1892.
Registers of baptisms survive from 1759, of marriages from 1755 and of burials from 1763. These are held, other than those in current use, and may be consulted at the Wiltshire & Swindon History Centre in Chippenham.