In the early years of Daviess County priests would celebrate Mass in the homes of the settlers.

The first Bishop of Owensboro, Francis Ridgley Cotton, was consecrated in St. Stephen's Cathedral on February 24, 1938.

[4] On 29 May 2017, the cathedral hosted the funeral of Nicky Hayden, the former MOTO GP and Owensboro native who died in Cesena, Italy, after a road accident in Rimini while he was training on a bicycle.

The same year that St. Stephen's became a cathedral, 1939, its first parish school opened on Frederica Streets with five grades.

Media related to St. Stephen Cathedral (Owensboro, Kentucky) at Wikimedia Commons