Named after Jesus' companion Mary Magdalene, it is located in the village of Willen, in Milton Keynes, Buckinghamshire.

The church was commissioned and paid for by Richard Busby, the long-serving headmaster of Westminster School, who was also the local Lord of the Manor in the village of Willen.

George Lipscomb observed that "with good management the church might have been built for a third part of the money".

[3] In the 19th century, the building was modified by removing the cupola from the tower and adding an apse at the end of the church's nave.

This was a reversal of Hooke's original architectural intention, which was to combine a simple nave with a decorative tower.