This parish was established in 1855 with the Rev. John DeWitt McCollough (1822-1902) as its first rector. This Gothic Revival church, consecrated in 1859 and called "probably the most exquisite gem of a Church in our whole Diocese" the next year, was designed by McCollough. He adapted a plan by architect Frank Wills, whose St. Anne's Chapel, Fredericton, in New Brunswick, Canada, is virtually identical.
The inspiration for this church came from Mary Poulton Dawkins (1820-1906) of London, England, wife of Judge Thomas N. Dawkins, and her sister Jane Poulton McLure, wife of Maj. John W. McLure; their families founded this church. The fine marble baptismal font is by the noted American sculptor Hiram Powers (1805-1873). The Church of the Nativity was listed in the National Register of Historic Places in 1974.