Prior to 1860, Mass was celebrated occasionally in West Covington. In that year, the Catholic people of the neighborhood approach Bishop George A. Carrell for permission to establish a parish. Bishop Carrell granted permission and construction work began soon after. The lot selected for the church was located on Main Street (now Parkway) was donated by James and John Slevin of Cincinnati. Bishop Carrell set the cornerstone in place on June 1, 1860. While the church was under construction, Mass was celebrated in the home of the Burns Family at the corner of High and Main Streets. Early catechism classes were taught by Patrick Monahan.
The church building was constructed over a period of four years as finances permitted. Much of the work was done by the members of the congregation. Bishop Carrell dedicated the new building on December 11, 1864. The first resident pastor, Father Adrian Egelmeers, was appointed to St. Ann Parish in 1864. During his pastorate, a two-story schoolhouse was constructed. Father Egelmeers arranged for the Sisters of St. Francis of Oldenburg, Indiana to teach at the school. The school grew quickly, and by 1875, enrolled 150 pupils.

Prior to 1886, many of the English-speaking Catholics residing in the nearby City of Ludlow attended St. Ann Parish and School. In that year, Father James Kehoe, pastor of St. Ann, began organizing these Ludlow Catholics into a separate congregation. In May of the following year, St. James Parish in Ludlow was officially dedicated.

In 1888, Father L.G. Clermont became pastor of St. Ann Parish. Father Clermont improved the interior of the church with frescoes and he added art-glass windows. His greatest contribution to the parish, however, was securing two relics of Saint Ann, one from Rome in 1887 and one from Jerusalem in 1891. These relics were placed in a small shrine in the church. St. Ann Parish soon became known throughout the region for its shrine to the grandmother of Jesus. The shrine was the focus of the annual Novena to St. Ann. This novena drew thousands of worshippers each July. In many years, crowds became so large that the church could not hold all those who wished to attend. The Novena closed with a candle-lit procession of the faithful through the city.
In 1891, the Sisters of Divine Providence replaced the Sisters of St. Francis at St. Ann School. In 1908, a new schoolhouse was constructed on Hayman Street (now Altamont Road). The building contained several classrooms and a large auditorium. Two years later, the parish celebrated its Golden Jubilee.

Father Thomas B. Ennis was appointed pastor of St. Ann Parish in 1917. Under his guidance, the old church building was demolished and a new Gothic Revival church was constructed in 1931-32. Bishop Francis W. Howard dedicated the new church on June 19, 1932 with appropriate ceremonies.

In 1940, Monsignor Joseph Deimling was appointed pastor of St. Ann Parish. Father Deimling oversaw the construction of a new St. Ann School on the northwest corner of Highway Avenue and Altamont Road. Architect Charles Hildreth designed the new school, which included four classrooms, a principal's office, restrooms, and a large multipurpose room. The school, built at the cost of $120,000, was dedicated on October 6, 1957. In 1977, Monsignor Deimling retired after 37 years of faithful service to the people of St. Ann.

West Covington Catholics, and many others, began moving to the suburbs in the years following World War II. By the early 1970s, St. Ann School began experiencing declining enrollment. In 1976, enrollment stood at 80. In the following year, the Sisters of Divine Providence were forced to withdraw from the school due to a declining number of sisters (the parish convent was sold in 1977). By 1979, the school enrolled 69 pupils and consisted of a staff of three lay teachers. St. Ann School closed in 1981. This left the West Covington neighborhood without a school - public or parochial (the Eleventh District Public School closed in 1979). In 1992, Children Incorporated began operating a day-care center from the St. Ann School building.

The next challenge to face the people of St. Ann was a declining number of ordained clergy in the Diocese of Covington. In 1996, Sister Berenice Janszen, a Sister of the Precious Blood, was appointed pastoral administrator of St. Ann. The transition from a resident pastor to a pastoral administrator was not a smooth one. Later that year, a priest of the diocese was appointed administrator of the parish. On July 1, 1999, St. Ann Parish officially became a mission to St. John Catholic Church on Pike Street.