The Catholic community of Saint Mary of Milan was established in 1868 and the first building was constructed in 1882. The church's foundation is rooted in the Irish settlers of Ohio and Indiana, who in the 1850s migrated to the green hills of northern Missouri, driving the need (by 1860 to 1865) to construct a place of worship and seek a priest to care for their spiritual needs. Father John J. Hogan (later Bishop Hogan) celebrated the first recorded Mass in Sullivan County on May 19,1868, at the farm home of Dennis Ryan just east of Milan. The parish celebrates its 150th anniversary during the summer of 2018.

For the first several years, Mass was celebrated in the homes of Catholic families. In 1871, a church, also dedicated to Saint Mary, was built in Unionville by J.J. Kennedy and he cared for the Catholics in the Milan area from Unionville. He was succeeded by Father Francis Smith, who started the construction of a church in Milan in 1881. Fr. Smith died of smallpox the following year, after having ministered to a family stricken with the disease. During the 1880s there were several interim priests.

In 1890, Father William F. Hanley built a residence in Milan, establishing the parish as the primary base and cementing its place. In 1902, Father J.J. Jermain began serving the parish and presided over the construction of a brick rectory, located immediately behind the current church in 1908. From 1902 until his death in 1922, Father Jermain took care of various missions, including Mendota in Putnam County, as well as Novinger and Connelsville in Adair County. He also began the building of the present brick church in Milan to replace the frame church in 1921. Father Jermain suffered a fatal accident and the church construction was completed by his successor, Father Hugh Hezinger. The new church with its distinctive spire was dedicated on May 30, 1923.

Eventually, age and deterioration of the mortar used to bond the brick rendered the spire structurally unfit and unsafe. Restoration costs were estimated to exceed $500,000. An amount far exceeding the resources of Saint Mary parishioners. The determination was made to remove the spire. The original church bell was salvaged and memorialized in front of the church.

Over the years, coal mining and railroad shops brought a number of Catholic immigrants to the area. Saint Mary in Unionville became a mission of the Milan parish. Both communities, now a parish and mission of the diocese of Jefferson CIty under the shepherd's care of Bishop John R. Gaydos, were reassigned from the Diocese of Kansas City-Saint Joseph upon formation of the Jefferson City diocese.

A large part of the Milan economy is now pork production, supporting a local processing plant employing more than 1,100. With that evolution, MIlan became a culturally diverse community. Saint Mary is now a multi-lingual parish of Spanish, English, and French speakers. Regular weekend masses are celebrated in both Spanish and English.