In 1888, Reverend Canon Henry Havelock-Smith arrived in the Pincher Creek area as a missionary for the Anglican Church. After forming his own mission in Lundbreck, Rev. Havelock-Smith began conducting services at the home of Colonel R.W. Elton at Grasmere, but by 1895 the churchgoers had started raising funds for the construction of their own church.
Rev. Havelock-Smith decided to name the parish St. Martin's, and by the spring of 1896 the congregation had raised enough money to hire George Johnson, a local carpenter, to build the church for $110, plus $4 extra for seats. Soon after the town of Lundbreck donated the church to Heritage Park in 1964, the church grounds were consecrated and put under the aegis of the Anglican Diocese of Calgary, meaning only ordained ministers are permitted to perform services here. Special Sunday services and numerous weddings are performed in St. Martin's Church each year.