For the most part in those early days Mass was celebrated in a tent that normally functioned as McGinley's General Store.

By the turn of the 20th century the congregation began to outgrow its wood-frame building and plans were made for a larger church.

St. Joseph's Old Cathedral was extensively damaged when a bomb exploded at the nearby Alfred P. Murrah Federal Building on April 19, 1995.

Most of the stained glass windows on the east side of the church were shattered, and the pipe organ was extensively damaged.

A statue carved from Italian marble entitled And Jesus Wept was created to commemorate the event and is adjacent to the Oklahoma City National Memorial.

Archbishop Eusebius J. Beltran said during the service, "This building was rebuilt as a sign of faith and remembrance of those people who were killed at the site of the Murrah Bombing.