Danby Hall was the home of the Scrope family, which remained Catholic after the English Reformation, and celebrated mass covertly in the house.
In the early 18th century, Simon Scrope built a cockpit behind the house.
In 1865, Joseph Hansom rebuilt the church in the Byzantine style, creating a larger building which was linked to the presbytery.
It has a cruciform plan with transepts, but is not symmetrical, and the liturgical east is actually to the north.
It has a doorway in the south-east angle, reached up a flight of steps, and an octagonal tower and belfry at the west end.