The first church edifice on this site, originally named "Grace Church," was erected in 1878 as a brick veneer interpretation of a plan for a board and batten church found in Richard Upjohn's pattern book Rural Architecture (1852). Upjohn, a founding member of The American Institute of Architects and designer of Wall Street's Trinity Church, was the brother-in-law of John Henry Hobart Brown, the first Episcopal Bishop of Fond du Lac. After the church burned to the ground in 1884, sufficient funds were not available to rebuild it until 1891. The present building, reconsecrated as "St. Agnes-by-the-Lake," was built on the salvaged foundation and conforms exactly to the original plan.