The first record of an Episcopal church in Dyersburg is in 1896 when the church was listed in the Diocese of Tennessee proceedings as having been assessed $5. In 1889 the church had been officially sanctioned when Bishop Charles T. Quintard and other clergy held a convocation in the building of the Methodist church. A city lot at the present site of the church building was given and the church met at the YMCA Hall and in a private residence until a church building could be completed.
In 1898 the name St. Mary's was chosen for the church because of the "uncommonly large number of ladies in the church named Mary." In 1903 the first church building - a modest frame building in the shape of a cross with a vaulted ceiling - was completed. In February 1904 Bishop Thomas Gailor came to consecrate the new building, but found an outstanding debt of $1,400 for lumber and would not consecrate it until the debt was paid. The church treasurer personally paid the debt and the consecration went on as scheduled. The church reported 26 communicants, six baptisms and three confirmations in 1904.
Until 1945 the church was yoked with other churches and shared priests. In 1945 the church's first rectory was completed.
On June 23, 1946, the present church was consecrated by Bishop Edmund Dandridge. During various times in its history St. Mary's has benefited from the services of supply and retired priests during interim periods without a full-time priest. Several times lay readers have served to lead worship.
During the 1960s the parish completed a parish house at the comer of King and Masonic streets. Numerous renovations and additions to the church plant have been completed since 1960 and a new rectory was built in the Pioneer West subdivision during the 1980s. The Old Rectory now serves as the administrative offices for the church as well as the administrative office of Habitat for Humanity and Sunday school activities.
Total church membership has grown from 131 members in 1997 to 184 in 2006. Average Sunday attendance has also increased during that same period from 52 to 82. Pledged income and total revenues have increased during that time as well.