"The first Catholic Church erected between the city of Banning and Arizona was built in 1923-1924 in Coachella. It is known as the Old Church on First Street. It was dedicated under the title of Our Lady of Soledad on December 24,1924.

Franciscan Missionaries traveled to Coachella from Banning by train on weekends to evangelize the Indians of the region when the parish was only a mission chapel. Woodcutting was the main industry because of the abundance of Mesquite trees and the ready labor force of the Cahuilla Indians. Since wood was shipped by rail, the railroad station was the impetus for the growth of the community.

In 1927 Our Lady of Soledad became distinct from Banning and was part of the Los Angeles Diocese. It is therefore the Mother Church of the Coachella Valley and currently serves Sacred Hearts of Jesus and Mary Chapel, Torres-Martinez Indian Reservation, San Felipe de Jesus and Mission Senor de la Misericordia.

In 1934 with the development of vegetable farming, especially of sweet onions, people established homes and families. The coming of the Missionary Sisters of Our Lady of Victory provided catechetical instruction and preparation of the children for the sacraments. They taught in homes, beneath Tamarisk trees and in the open fields. They visited the sick and fed the poor.

The old church was enlarged at least three times before ground was broken for a larger structure on March 7, 1971. This second church building was located on Oasis Palms Avenue and offered its first Mass in 1971 on the feast of Our Lady of Guadalupe and was dedicated in 1972. In 1978, becoming separate from the Diocese of San Diego, the parish became part of the newly established Diocese of San Bernardino.

Much of the pastoral development of the parish, including the Valley Missionary Program, took place under the leadership of the Congregation of the Holy Cross. There is a debt of gratitude for the pioneer labor that these holy priests provided the parish. In 2010, the Missionary Servants of the Most Holy Trinity, accepted the pastoral care of Our Lady of Soledad Parish. Missionary Servants are a congregation of Religious Priests and Brothers founded in the United States in 1929. Their mission is directed towards the formation of lay ministry and preservation of the Faith in places where there is greatest need.

Once again, another church building was erected, the site on Oasis Palm could no longer accommodate the growing number of parishioners. The new church was dedicated on December 7, 2019. On September 16, 2023, the parish celebrated its 100th year anniversary on its patronal feast of Our Lady of Sorrows."