1823, the General Assembly deeded the land and provided the funds for the first structure built on this site. The legislative act stated that the land and the funding was to be used to erect a "House of Divine Worship, free for all denominations to worship in...." The little House of Divine Worship was used by many denominations and also as a school and meeting room. As time passed the congregations grew and eventually built their own churches. In 1867, the old House of Divine Worship was moved to a new location and the Presbyterians built the church currently on the site. This building was erected at a cost of $15,000. The Early Gothic Revival styling is a rare, surviving example of ecclesiastical architectural design from the 1860's time period in this area.

In 1970 the Presbyterians built a new church. Historical Vandalia, Inc. purchased the old building with plans to open a museum on the first floor. On June 10th, 1979, the Fayette County Museum was opened to the public for the first time. Staffed by volunteers and operating on donations, the museum is one of Vandalia, Illinois' major tourist attractions. Each year thousands of school children and tourists have the opportunity to view artifacts dating back to the days when Vandalia was the Capitol of Illinois from 1819 to 1839. In 1982 the building was placed on the National Registry of Historic Places.