The first Mass in the area was celebrated in the 1860s by Fr. Maurice Murphy of Stillwater, and the first church was constructed under his leadership in 1870. In the early days, Mass was celebrated just once a month, but the community gathered every Sunday for prayer and devotions like the Way of the Cross and the rosary. The present brick church was built in 1905 and survived a fire in 1939. In the 1920s, Sacred Heart was well-known for its annual fall festival, an event which was revived in the 1970s and continues today. The parish cemetery is Calvary Cemetery and is located near Rush City High School.