Holy Trinity Parish was established in 1842 at which time it extended 80 miles along the Missouri River. A Jesuit missionary priest began to hold services in the home of Edward Diffley on Rock Street.  Parish histories state that the first church building on the hill overlooking Weston was built beginning in the spring of 1844. The land was cleared by hand by parishioners, who also made their own bricks for the building. It was completed in1847. In 1892, for the parish's 50th anniversary, the high altar, statue of the Most Holy Trinity, and two side altars were installed. The present church building still contains those altars and statue. When the original church was torn down in December 1911, many of the timbers, 50 feet in length and fastened together with wooden pegs, were still in good condition.  Mass was held in the school building until the dedication of the current church in October 1912. The new church cost about $30,000.

A 100th anniversary celebration of the current Holy Trinity Church is planned for 2012.