The mother church of the Diocese of Winona–Rochester is the Cathedral of the Sacred Heart in Winona, with the Co-Cathedral of St. John the Evangelist located in Rochester.

The Diocese of Winona–Rochester includes the following 20 counties: Blue Earth, Cottonwood, Dodge, Faribault, Fillmore, Freeborn, Houston, Jackson, Martin, Mower, Murray, Nobles, Olmsted, Pipestone, Rock, Steele, Wabasha, Waseca, Watonwan, and Winona.

[3] As large numbers of Catholic Irish, German, Czech and Polish immigrants started settling in the region, the diocese sent more missionary priests to minister to them.

[6] In 1877, Coadjutor Bishop John Ireland of Saint Paul purchased over 100,000 acres (40,000 ha) of land in the Winona area.

Ireland then recruited poor Catholic Irish and German farmers to buy the land and settle there, giving them favorable repayment terms.

By the time of his death, the diocese had a Catholic population of over 49,000 with 91 priests, 116 churches, and 29 parochial schools with 4,700 students.

[14] Fitzgerald became known as "the building bishop" for his oversight of the construction of the Cathedral of the Sacred Heart, a seminary, and several churches in the diocese.

[18] During his tenure, Vlazny increased the involvement of the laity, decentralized the diocesan staff, and created the Offices of Youth and Family Life.

In 1994, Vlazny asked Catholics in the diocese to consider ending gambling as a source of revenue for parishes and schools.

In November 2022, Barron announced that the diocese was moving its headquarters from Winona to Rochester and was building a new pastoral center there.

[29] In 1984, court documents revealed that Reverend Thomas Adamson had been accused of sexual misconduct there ten years earlier.

By 1984, the archdiocese was being sued by a local couple who claimed that Adamson had sexually abused their son, Gregory Riedle.

[33] In February 2021, the diocese reached a $21.5 million legal settlement with 145 victims of sexual abuse by diocesan clergy as a part of its 2018 bankruptcy filing.