The oldest parish in the diocese has experienced three patron saints and five church buildings. Two were lost to earthquakes, one to flooding, and one to fire. Fr. Pierre Gibault, the "patriot priest of the west," was the first resident priest in New Madrid, arriving in 1789. The first church, built in 1799, was dedicated to St. Isidore, patron of farmers and of Madrid, Spain. In 1811, from December of that year until February of 1812, the great earthquake changed the course of the Mississippi River. All the parish buildings were totally destroyed.
Fr. Gibault died in 1804 and visiting priests were assigned to attend the New Madrid Parish, visiting 3 or 4 times a year. In 1832 there were 60 families in New Madrid. The Sisters of Loretto served a school and monastery in New Madrid for 6 years and again in 1916 for 60 years. In 1837, a wood structure church was built and dedicated to St. John the Baptist. This church and its records were destroyed during Civil War battles. In 1869, a new wooden edifice was dedicated under the title of the Immaculate Conception. In 1878, Fr. James Connolly opened a parochial school, which has been maintained ever since. A new brick church was built in 1911. It served the parish until 1952 when it was condemned and torn down. A new, earthquake-resistant church was constructed and dedicated by Bishop Charles Helmsing, first bishop of the Springfield-Cape Girardeau Diocese on Passion Sunday, 1957.