The parish includes a mission church, the Chapel of the Sacred Hearts of Jesus and Mary at 325 East 33rd Street, which had previously merged with St. Stephen/Our Lady of the Scapular.

[7][8][11] While the new church was under construction, services for the parish were held in the Allerton Room of the Midston House located at Madison Avenue and 38th Street; the first mass was celebrated on December 18, 1955.

By February of the following year, masses began being held in the Provisional Chapel of Our Saviour, which was located in a rented townhouse at 72 Park Avenue.

In the 1960s, the townhouse that had been used for the provisional chapel was combined and connected to form a new wing in the hotel, which was renamed the Doral Park Avenue.

[7][15] A groundbreaking ceremony for the new church was held on April 1, 1956 (Easter Sunday), which was led by Joseph Patrick Donahue, Auxiliary Bishop of New York.

[1][2] It was the first church built in New York City that was designed to accommodate air conditioning; the cooling equipment is hidden in the tower.

[4][24] The church of St. Stephen the Martyr contained a series of paintings depicting the Stations of the Cross executed by Constantino Brumidi, beginning in 1868.

[27] He reintroduced the traditional liturgies of the Latin Rite and commissioned a church renovation which included icons by artist Ken Woo.

[28] In 2013, a new pastor replaced Rutler, Father Robert Robbins, removed the artwork, causing complaints to be aired from both the Catholic and artistic communities.