Calvary Church is the oldest church building in Rochester, and among the oldest Episcopal parishes in Minnesota. In 1860, at the diocese of Minnesota's first convention, the newly consecrated bishop, the Rt. Rev. Henry Benjamin Whipple, said he hoped to have Episcopal services held at least once a month in "every village in the state." At the time, Rochester was a village of about 1,180 people on the banks of the Zumbro River in southeastern Minnesota. The town had been founded in 1854 by George Head, an English immigrant who grew up in Rochester, New York, and who operated an inn along a stagecoach stop.
On Thursday evening, June 7, 1860, Head was part of a small group of Episcopalians who gathered in the Union National Bank building, located on the corner of Broadway and Historic Third Street SW. They passed a resolution stating, "We believe that the interests of the church in this place would be promoted by the organization of a parish and that it be known and designated by the name of Calvary Parish." The Rev. Charles Woodward, a representative of the Domestic Board of Missions in St. Paul, accepted the call as Calvary's first rector.
Initially, services were held in various buildings downtown. Rev. Woodward carried a melodeon, or small reed organ, so the congregation would have music to accompany the hymns. But fundraising soon began for construction of a church. Charles Willson, a vestry member, offered to donate land he had acquired on Main Street (now First Avenue SW), not far from the city hall. The offer was tentatively accepted by the vestry; however, some members of the parish objected to the proposed location, which was opposite the county jail. In September 1861, the vestry voted to buy the land on Zumbro Street (now Second Street SW), where the present church stands.
Although the building has expanded over the years, the original brick "chapel," as it was described at the time, remains the heart of the current church. It was built with locally made bricks, which the Rev. Woodward and parishioners hauled to the work site. Despite The first service was held in the new church on July 12, 1863 — with open windows, as the glass had not yet been installed.