Having been founded as a parish in 1834, the present church building was constructed in 1934 in the Romanesque style.

The first congregation of Catholics in Port Chester dates to 1834, where they met in a private house attended by visiting priests from Harlem, Westchester (today part of The Bronx), and New Rochelle.

In 1846, this congregation purchased a small building on Main Street to use as their church.

[1] Our Lady of Mercy Church was established as a parish on October 2, 1854, for Catholics in Port Chester, most of whom were Italian and Polish,[2] who previously traveled to New Rochelle for mass.

Martin Dowling, erected a rectory, as well as a parochial school in 1863 that was staffed by the Sisters of Charity.