Its ecclesiastical jurisdiction includes the northern and central parts of the state, an area of 97,458 square kilometers (37,629 sq mi).

The first Catholic priests in Mississippi were French Jesuit and Capuchin missionaries who accompanied the La Salle, Marquette, and d'Iberville expeditions in the 17th and 18th centuries.

In 1842, Chanche laid the cornerstone of the Cathedral of Our Lady of Sorrows, designed by Robert Long Jr. After the Vatican transferred the diocesan see to Jackson, this became St. Mary's Basilica.

[8][9] After the occupation of Natchez in 1864 by the Union Army during the American Civil War, Elder refused an order from the military government to compel his parishioners to pray for the US president.

[9] When he left the diocese, there were 41 churches, 25 priests, six religious houses for men, five convents, 13 parish schools and 12,500 Catholics.

[11] During his tenure, Janssens completed construction on the Cathedral of St. Peter the Apostle in Jackson, Mississippi, which had commenced forty years earlier.

[14] St. Mary's Church in Vicksburg, serving the African-American community, was founded in 1906, with half of the funding coming from Sister Katherine Drexel.

[16] After Gunn died in 1924, Pope Pius XI appointed Richard Gerow of the Diocese of Mobile as the next bishop of Natchez.

During his 43-year tenure, Gerow oversaw an extensive renovation of St. Mary's Cathedral, held biannual clerical conferences, and worked to established Confraternity of Christian Doctrine programs in every parish of the diocese.

[9] In 1963, Gerow condemned the assassination of the American Civil Rights Movement activist Medgar Evers in Mississippi, saying, "We need frankly to admit that the guilt for the murder and the other instances of violence in our community tragically must be shared by all of us.

"[19] The following year, he ordered Catholic elementary schools in the diocese to admit students to the first grade "without regard to race.

When Brunini retired in 1984, Pope John Paul II named William Houck from the Archdiocese of Mobile to serve as bishop of Jackson.

Lang claimed that the diocese fired him in 2018 when he complained about its budget practices and a potential conflict of interest involving Kopacz.

[24] Kenneth, Thomas and Francis Morrison Jr., three brothers from Jackson, sued the diocese in June 2002, claiming that they had all been sexually abused as minors by the priest George Broussard during the 1960s and early 1970s.

The brothers said the alleged abuse took place at St. Peter's church behind the altar, at the rectory and at a family lake house.

Mark Belenchia and a man identified as John Doe sued the diocese in July 2002, saying that they had been sexually abused as teenagers by two diocesan priests.

[29] In 2020, the media reported that La Jarvis D. Love claimed that he was sexually abused by the monk Paul West at a Franciscan grade school in Greenwood.

[31] In August 2020, West was extradited from Wisconsin to Mississippi to face trial on sex abuse charges against La Jarvis D.