Established in 1849 by Pastor William H. Ray and 15 charter members, this church was originally called Harris Creek Baptist Church. The congregation met once a month in members' homes until a pine log church building was erected in 1850. A new sanctuary was constructed in 1855 about a mile from Winona.
In 1858 the church established a cemetery west of the church building, later used as a community graveyard. African Americans were members of this church until Emancipation, but buried their dead in a separate section of the cemetery.
A cyclone destroyed the sanctuary in 1878, but members rebuilt that year. In 1900 the church relocated to Winona, and in 1916 began holding services twice a month. A two-story brick church building was erected in 1927, and in 1929 the congregation changed its name to Winona Baptist Church. In 1941 the church voted to hold services full time, and in 1947 changed its name to the First Baptist Church of Winona. A centennial celebration was held in 1949. A larger facility was built in 1980, and additions were erected in 1987.
The congregation offers traditional programs to its members and continues to support a variety of community outreach activities.