St. Mary's church building was built in 1876, replacing Winchester's first Roman Catholic place of worship, a chapel built on the same site in 1874. The area was at the time a center of a growing Irish-American population. Originally clad in wood, this church underwent major renovations to give it a brick facade in 1897 under the direction of architect Patrick W. Ford, a noted area designer of churches. In plan it resembles older Federal period New England churches, with the nave set parallel to the roof gable. A small baptistry, added c. 1900 to originally house a library, stands just south of the main building. The building was listed on the National Register of Historic Places in 1989.
A recent successful Capital Campaign enabled needed repairs and the addition of new heating, air conditioning, painting, carpets, and pews. The church and parish hall are handicap accessible.
In recent years, parts of Immaculate Conception Parish in Winchester and St. Joseph's Parish in Woburn have been combined with the St. Mary's Parish Family.