St Nicholas’s church reputedly occupies the site of a medieval church, also dedicated to St Nicholas. The present building dates from 1875-6 when it was built from designs by Thomas Collins of Tewkesbury as the Chandos Street Grammar School. This closed in 1907 and was converted to a church for the Winchcombe mission in 1915, opening on 18 April for thirty Catholics and Belgian refugees.
This mission was the last to be established in the diocese before the end of missionary status. It was restored and enlarged under architect Peter Falconer in 1955 with the present sanctuary, Lady Chapel, and sacristy connected to a new presbytery.
In 2015, to commemorate the centenary of the opening, a new altar, and lectern were installed, redecoration took place, and the church was consecrated.