The congregation began in 1825 as a Methodist class and its Gothic Revival style brick church building was completed in 1866.

By June 1865, an upper meeting room later called Craig Hall was completed and housed services until the main sanctuary was finished in spring 1866.

[4] Trinity traces its beginning to a Methodist class formed in 1825 by Robert Parrett and 11 other Evansville residents.

[4] Trinity helped plant most other Methodist churches in the region and also created or helped create many organizations, including the University of Evansville and local chapters of YWCA, Habitat for Humanity, Tri-State Food Bank, soup kitchens, and Meals on Wheels.

Throughout its history many of Evansville's most prominent citizens have been members of the church, including the Bacons, the Ingles, the Igleharts, and Congressman Lee H. Hamilton (whose father served as Trinity's pastor from 1943 to 1953).