The cornerstone for this second church for the German Methodists in New Albany was laid in 1889, and the building was completed the following year. The original steeple was struck by lightning years later, and its tall spire was never replaced. The name of the church was changed to Calvary Methodist in 1918.

Calvary Methodist merged with Centenary Methodist in 1955, and the building has been home to several different congregations since. The church was awarded a "Facelift Award" from the New Albany Historic Preservation Commission in 2013 for the outstanding stewardship of the building, particularly the restoration of the magnificent stained glass windows.