The original church in Walesby was the church of All Saints', which is now redundant. It was unpopular due to its position at the top of a steep hill. It was reported as being very dilapidated in 1896, and an Iron church was erected whilst the new church was being built. All Saints’ was renovated in the 1930’s.

St Mary’s was built in 1914 by Temple Moore, and Irish “Arts and Crafts” architect. It has a west tower, nave with the central arcade, rectangular chancel with a north vestry and plain tiled roofs. The tower has a west door and a flat roof, although it originally had a small spire. Inside, there is a central two bay nave arcade with tall piers and richly moulded arches. The south east chancel window and east window of the vestry each have re-used 15th century windows. There is a 12th century octagonal stone font, most of the other fittings are contemporary with the building of the church.