Built in the 1830s and briefly considered as a possible replacement cathedral for the dioceses of St David's, the church eventually became the home of Carmarthen's main Welsh-speaking Anglican congregation.

St David's was established as a result of an increase in the population of the town in the early nineteenth century, and at a time when adherents of the Church of England believed that worshipers were obliged to attend nonconformist chapels due to the lack of space at St Peter's, the only Anglican church in the town.

[1] The weather on that morning was said to be unusually fine and John Jenkinson, the bishop of St David's was accompanied by Dr Llewellin, Principal of St David's College, Lampeter, his deputy Alfred Ollivant, later bishop of Llandaff, and numerous other clergy.

[4] The church was built between 1835 and 1837 by Thomas Rowlands of Haverfordwest, following the designs drawn up by Edward Haycock.

[2] Prior to the service, the Mayor of Carmarthen, members of the corporation together with followers of local friendly societies formed a procession through the town to the new church.

[6] After the church was opened, a long-running debate occurred in the town in relation to the language of services at St David's.

In 1853–55, a new nave was added on an east–west axis, built by John James of Narberth to designs by Richard Kyrke Penson.

The establishment and subsequent history of enlargement, trace the growing importance of suburban development in this area".