St. Mary’s Church was opened on 27 October 1929 by Archbishop Clune who was assisted by Frs Gilroy and Prendiville. Mass was said in St. Mary’s monthly – sometimes more often from that time until 1936. In that year Fr Raphael Pace, a Maltese priest, was appointed first priest-in-charge of the parish of Denmark. He remained until March 1937.

Mt Barker and Denmark parishes were joined in 1937 and Fr Michael Holohan was made Parish Priest and officially inducted there in November 1937 by Archbishop Prendiville. Denmark remained part of Mt Barker parish until March 1950. In that month and year Denmark once more became a separate parish comprising the districts of Bornholm, Denmark, Elleker, Nornalup, Scotsdale, Torbay and Walpole. Fr John Walsh became Parish Priest and lived in Denmark for seven or eight months and then worked the parish while living at Albany. He remained until January 1954. Fr John McGrath took charge of the parish in February 1954 but lived in Albany.

Fr. James Petry took over the parish of Denmark in February 1958 and also lived at Albany. He was succeed as priest-in-charge by Fr Noel FitzSimons who was also assistant at Albany and was responsible for a strong new fence being erected along the whole frontage of the church and presbytery.

In November 1960 Fr Philip Tuohy started the third life of Denmark parish when he was appointed priest-in-charge of the Denmark parish and took up residence in Denmark.

On 13 April 1961 Fr Martin Newbold took up residence as priest-in-charge of Denmark. The parish priests of Mt Barker, Fr Tom McGree and Fr Michael Dziedzic, served the parish sacramentally since the death of Fr Edmund McSweeney in December 1987. Terence Quinn was ordained a Deacon on 26 January 1991 by Bishop Myles McKeon. He was subsequently appointed Parish Administrator.

This 2016, the parish is entrusted by Bishop Gerard Holohan to the Oblates of St. Joseph who have been serving in the Diocese of Bunbury since 2008.