Along with St. Agnes Cathedral in Springfield, Missouri it is the seat of the Diocese of Springfield-Cape Girardeau.

Plans were made as early as 1858 to establish a parish for Cape Girardeau's German population.

[1] Ground was broken for the parish church on the Feast of the Annunciation of the Lord, March 25, 1868, and the cornerstone was laid on August 2.

Two years later they built a convent on the northwest corner of Sprigg and William Streets.

St. Vincent De Paul Church became a part of the Cathedral Parish in 1977 and was named a chapel of ease at that time.

The parish grade school was established in 1875 with the Sisters of St. Francis serving as the faculty.