In the 1800s, settlers of the region feared the predatory Indians who inhabited the San Luis Valley. It occurred to the Spanish villagers that a church might invoke the blessings of God against the Indian raids. The first church in the area was named St. Joseph. It was served by the Jesuit priests from Conejos, who came once a year on the Feast of St. Joseph. Later, a new church was erected: St. Ignatius, Ignacio. By this time, the Jesuits had established Del Norte as their resident base. Until then, Del Norte had also been served mainly as a mission from Conejos. With the Jesuits living in Del Norte, masses were celebrated more often in Saguache.
The church in Saguache is a testimony to the love and devotion of its parishioners who labored undauntedly for seven years to complete the structure. Construction on St. Agnes began in 1940, and continued until its dedication on October 1, 1947. Approximately fifty men from the parish participated in the active construction of the church at various times. Because of the enormous amount of donated labor, the cost to build the church was maintained at approximately $15,000. The church experienced many delays in its construction, due to the conditions brought about by World War II, as well as to the seasonal periods of planting and harvesting that required the rough hands and strong backs of the part-time construction team.
The money for the project was raised, in large part, by the Catholic women of the community, who collaborated under the name of the Catholic Social Club to stage fund-raising activities over the long period of years. The project was also aided by a $2,500 gift from the Catholic Extension Society of Chicago. The donor requested the church be dedicated to St. Agnes.
Today, the church is a mission of St. Francis Jerome, Center.