The Catholic community in Natchez traces its origin to 1682 when Robert de la Salle and his party traveled from Lake Michigan down the Mississippi River. A priest in the explorer’s party celebrated the first documented Mass just south of Natchez. In 1722 a French Catholic parish was established and endured until 1763 when France lost the French and Indian War to Britain. After Spain conquered Britain in 1779, the Spaniards built a church in 1788 on Commerce Street. Then in 1793, Natchez became part of the Diocese of Louisiana. From 1798 until 1839—a total of 40 years--Natchez Catholics maintained their own community without a resident priest.
The Diocese of Natchez—the first diocese in Mississippi—was established in 1837. Four years later in 1841 Bishop John J. Chanche arrived as first bishop. Not long after his arrival, Bishop Chanche set about building a cathedral, the cornerstone of which was laid in 1842. The not-yet-finished Gothic Revival Cathedral—named Our Lady of Sorrows—was dedicated on December 25, 1943, but took 40 years to complete. Then on September 19, 1886, it was consecrated and remained the Cathedral of the Natchez Diocese until 1977.
Twelve of the sixteen stained-glass windows, designed by Tyroler Glassmalerie of Innsbruch, Austria, were installed from 1884 to 1893. The remaining four were designed by Emil Frei of St. Louis, Missouri, and were installed in 1961.
There are three marble altars, communion rail, Episcopal chair, and screens, made of Carrara marble that were fashioned in Italy in Gothic style for St. Mary. The two side altars were installed in 1903 and the main altar was installed in 1930. A new oak altar of celebration and pulpit were installed in 1991.
In 1977 the Diocese moved to Jackson, Mississippi, and St. Mary became a church. Then on September 8, 1998, St. Mary was designated a Minor Basilica. One year later— on September 25, 1999 — the formal dedication took place.
In June 2002 two concurrent renovations were completed. The first was a partial exterior renovation to repair damage caused by a straight-line wind that struck Natchez in February 1998. The second was a complete interior renovation that was completed by Waggonner and Ball Architects of New Orleans.