The village of Lonsdale was settled in 1902, largely by Czech immigrants, due to the construction of the railroad. Immaculate Conception in Lonsdale was incorporated on March 11, 1903. The first church, a wooden structure, was completed in 1904. The first resident pastor was Fr. Francis Bousak, who began in 1905. Since many of the parishioners were native Czech speakers, homilies were given in both English and Czech until about 1960.

In 1939, Archbishop Murray asked the parish to build a new church to accommodate the growing town and parish. The current church was completed in 1941. A grade school was built in 1912 and was served by the School Sisters of Notre Dame. Later a junior high was added, and for some time even a high school. In 1969 the school became a consolidated school along with the Catholic schools in New Market and Veseli. The current regional school, Holy Cross, was built in 2005, and is just north of Lonsdale in Webster.