The current church was built with a financial bequest of £5,000 from Walter Ralph Bankes and lies in the grounds of Kingston Lacy House, now a National Trust property, near Pamphill.
Attached to the tower and above the left side of the porch, with its Arts and Crafts leaf surround, is a niche containing a statue by Palmer of St Stephen with his hand on the head of a small boy.
A notable feature inside the building is the quality of the woodwork, constructed from oak grown on the Kingston Lacy Estate.
The glittering tiled reredos is by Carters of Poole, who used 'battered brass' to form the golden wings of the angels and mother-of-pearl for their halos.
The east window depicts Ralph Bankes sitting on Christ's lap with his sisters, Viola and Daphne, looking on.
Immediately below the organ and attached to the wooden panelling is a record of sixteen men who did not return from the First World War; this was unveiled on 2 April 1921.
Standing over the pew is a copy of the astronomical clock of nearby Wimborne Minster (where most of the Bankes are buried), and above and behind, the west window features the historical family armorials with a fleur de lys and the various bride's arms.