Mayo, who was part of the Methodist Episcopal Church, South of Paintsville.
Originally the cost of the church was estimated at $10,000, which Mayo promised to pay half of.
The stones were transported to the church by the same aerial tram which Mayo used to construct his mansion.
The roof is made of over 12,000 glazed green tiles that weigh six pounds a piece.
The church is also well known for its large stained glass windows, designed by Italian craftsman and imported from Italy.