Organized around 1880, Durham's first Catholic congregation built a church of their own in 1905 on three Chapel Hill Street lots donated by parishioner William T. O'Brien, superintendent of the Dukes' tobacco factory.

The church opened a Catholic school in 1909, and moved it to its present site on Burch Avenue, adjoining the church, in 1951. Originally "St. Mary's School," its name was changed to "Immaculate."

The church has been rebuilt and enlarged several times, most recently in 2002-3.