Father Hugh Carmody was appointed to serve the area on February 9, 1852, but the organization of St. Mary Parish really began with Father James Smyth, who was named pastor on June 24, 1852 after two years of ministering to the faithful of Windsor Locks. Father Smyth quickly purchased land on which to build a church (for the sum of $1!) and ground was broken on August 27, 1852. Bishop Bernard O'Reilly blessed the cornerstone of the new church building on September 14 and on January 2, 1853 Patrick Quirk became the first infant baptized in the new parish. On Easter Sunday, March 27, 1853, the first Mass was celebrated in St. Mary Church, which was officially dedicated later that same year. 

In 1854 St. Mary's parishIoners already numbered 400. On May 11, 1855 the pastor purchased the dwelling on the site of the present rectory and on June 9, 1856 he also acquired the cemetery land on Spring Street for the rapidly growing parish. Early in 1866 a parish school opened to 100 students. The parish was incorporated later that same year. Father Smyth, whose labors on behalf of St. Mary Parish have been lauded as "many and arduous," died on May 16, 1874. Succeeding Father Smyth as pastor was Father Michael McCauley, who in turn was succeeded by Father Michael Kelly, who built the present rectory, in 1878. In 1884 Father James O'Reilly Sheridan came to St. Mary as pastor, initiating the church's first major renovations and eventually building a new brick school on Grove Street. 

The church was rededicated by Bishop Lawrence S. McMahon on July 5, 1885 and in 1886 a large bell was installed in the previously empty bell tower. The inscription on the bell was: ANGELUS BELL - THE CHURCH OF ST. MARY OF THE IMMACULATE CONCEPTION, WINDSOR LOCKS, CONNECTICUT, BLEST AUGUST 15, 1886. Today this bell is housed in the lobby of the Parish Center at 45 Church Street.

In 1892 the Sisters of St. Joseph graduated St. Mary School's first class of junior high school students. By the turn of the century Windsor Locks was a prospering mill town and St. Mary Parish had grown to about 1,900 people, including about 300 Italians and French along with 1,600 Irish parishioners. Father John Creedon, appointed pastor in 1896, made numerous improvements, including the building of a new convent, during his 31 years as leader of St. Mary. Father John Conlan, serving as pastor for from 1927 until 1936, expanded St. Mary School. The church was beautified by Father Conlan's successor, Father Michael J. Lynch, and rededicated on August 31, 1937. During this year a lightning strike destroyed the church steeple and for nearly 65 years the building would remain without this traditional feature. A growing number of Italian immigrants filled out the parish ranks by the mid-1930's, resulting in some cultural clashes. From 1947 until 1952 Father Hugh Carrig served as pastor, succeeded by Father August Finnance, who led the parish from 1952 until 1962. The parish's centennial celebration was actually held

In 1960 construction began on St. Mary's first and only mission church, and in September 1961 St. Robert Bellarmine Church was created by Archbishop Henry O'Brien as an independent parish with Rev.  Leonard T. Goode as its first paster.  During Father Goode's tenure as pastor the former St. Oronzo property on Southwest avenue was purchased, eventually becoming the Bellarmine Center, a venue for parish activities.  Father Goode also oversaw the construction of a rectory next to the church building.  Rev. Thomas Farrell was appointed pastor in 1968 and over the years the parish grew and thrived, establishing a parish council, religious education program, and an outstanding Women's Society.  Many townspeople over the years have enjoyed popular annual social events hosted by the parish, including a Strawberry Festival and Parish Anniversary Dance.

Father McQueeney was appointed pastor of St. Mary in September 1962 and the parish continued to grow and change. The Parish Council was established in 1969 and in 1972 St. Mary School closed its doors. After Father McQueeney's retirement in 1980, town authorities permitted the renaming of the park opposite St. Mary Church as "John McQueeney Park". Father McQueeney's successor, Father Lawrence LeClair, established a fund and embarked upon another renovation of the church, which resulted in some heated disputes over decor. These differences were eventually resolved and the church was again redidicated on October 18, 1987. This year also marked the beginning of St. Mary's first team ministry, with Father Timothy Meehan and Father Robert Grace serving as co-pastors until 1991, when they were succeeded by Father William Hilliard. Father Hilliard's installation Mass was the last public appearance of Archbishop John F. Whelon before his death. 

Under Father Hilliard's direction the parish flourished: the old Saint Mary School building was sold, the debt on St. Mary Parish Center, which had been purchased from the Dexter Corporation by Fathers Meehan and Grace, was paid off, and new land was acquired to expand St. Mary Cemetery. After Father Hilliard's transfer in 1996 Father Robert A. O'Grady became pastor of St. Mary Parish, having previously served 15 years at St. Thomas Seminary. Assisted by Father Francis McDonnell and Deacons John McInnis (now retired), Donald Norton, and Benedict Winiarski, and Summa, his beloved German Shepard, Father O'Grady continued St. Mary's tradition of growth and improvement. In preparation for the parish's 150th anniversary celebration in 2002, Father O'Grady raised enough money to replace the church's steeple and renovate the interior of the church. By 2004 the thriving parish counted about 1,700 families as members.

On March 1, 2007 St. Mary Church and St. Robert Bellarmine Church, Windsor Locks' two Catholic parishes, were yoked under the leadership of Father O'Grady after the retirement of St. Robert's longtime pastor, Father Thomas Farrell. Masses are held at both churches, which maintain their separate identities while sharing staff and resources. 

Rev. Thomas Farrell died on January 11, 2011.  In June 2008 the Rev. Francis McDonnell retired but remained "in residence" at St. Mary until his death on November 25, 2011.  Father George Vellaplackil, originally from India, joined the parish family in 2008, as did Nathaniel (Nate), Father O'Grady's new German Shepard puppy.  In 2009 renovations began on St. Robert's and were completed in mid-2009.

The year 2012 brought more changes to the Catholic Community of Windsor Locks with the announcement of plans to add a new parish hall to the back of St. Robert's Church.  On May 30, 2012 the parish welcomed the newly ordained Rev. Nicola Tran to the parish family.  Father Tran was reassigned 4 years later and Rev. Patrick Kane joined Father O'Grady as Associate in 2016. In 2017 Father Kane was transferred and the parish wecomed Rev. Timothy O'Brien to our parish family.

On June 29, 2017, St. Mary and St. Robert Bellarmine Churches were united under the name Mary, Gate of Heaven Parish, with Father O'Grady remaining as pastor of the new parish  The individual churches will retain their historic names while operating as one parish, Mary, Gate of Heaven.

In December 2018 Archbishop Leonard Blair honored Father O'Grady with a new title, Rev. Monsignor Robert A. O'Grady.  Msgr. O'Grady retired as pastor of the parish effective September 1, 2021, remaining associated with the parish as Senior Priest.  Father Timothy A. O'Brien officially assumed the duties of pastor of Mary, Gate of Heaven Parish on that date.