St. Mary's is located at the southeast corner of Washington and Bridge Streets, just northeast of Winchester center.

It resembles older Federal period New England churches, with the nave set parallel to the roof gable.

A small baptistry and meeting, added c. 1900 to originally house a library, stands just south of the main building.

Jerome B. Judkins, a prominent early resident, relocated to what became Winchester in the 1840s, and purchased many acres from what had been the old Caleb Swan farm.

[4] A small wooden chapel was built around 1874, the first permanent Catholic place of worship in town, as a mission church[a] of the parish of St. Charles Borromeo in Woburn.

Amidst falling enrollments and pressures relating to the COVID-19 pandemic, grades one through five were closed in 2020, and the school has since operated as a preschool and kindergarten.