It was built between 1877 and 1879 by John Francis Bentley, most notable as architect of Westminster Cathedral, and is one of the oldest Roman Catholic parishes in central London.

It was established by Abbé Jean Voyaux de Franous, who arrived in London in 1793 having previously been Royal Almoner to Louis XVI.

In 1811, de Franous leased land in Cadogan Street from Lady Charlotte Denys, to build a chapel.

[5] The chapel was intended to be used primarily by the soldiers and veterans of the Royal Hospital, though funding for its construction was gathered from across France and the United Kingdom.

After the death of de Franous, parishioners proposed a comprehensive scheme to build a church, a convent, schools, almshouses and a cemetery that would in some ways resemble the medieval conception of parish life.