The Church’s history can be traced back to 1702 when missionary ministers were sent from the Society of Propagation of the Gospel in Foreign Parts, an English organization. They were sent because there was a request from a group of Jamaican residents, who desired a place to worship. The missionaries led worship in the county courthouse until 1733, when the missionaries were given half an acre on which they erected their first church building in 1734.
The Church's property was later enlarged from gifts and purchases. The Grace Episcopal Church was actually the third Church built on the property site. The Church officially became a New York City landmark in 1967 and was added to the National Register of Historic Places in 1983.