The church was originally named St. Mary’s and was intended to be a centre of pilgrimage for a wooden carving called Our lady of Moorsele, dated 1687. Market Harborough was not easy of access, geographically, for pilgrimage and the carving was translated to St. Wilfred’s in York.
The church was then rededicated to ‘Our lady of Victories’; commemorating the famous sea battle of Lepanto in 1571.
In 1898 P.P. Pugin, son of the renowned Victorian architect, N.W.N. Pugin, designed the sacristies and the cloister which then connected the presbytery with the church proper.
Over the years, various Parish Priests and benefactors have added to the building i.e. Stations of the Cross, Stained Glass Windows, Narthex and various extensions and improvements. In 2002 it was decided to extend the church due to the increased size of the congregation.