St. Paul's sits at 1123 Washington Street in Lanesville, the historic village inside Gloucester between the granite quarries and Ipswich Bay. The congregation's history is closely intertwined with the Finnish quarry workers who came to Lanesville in the 1800s — the first Finnish Lutheran congregation in the area was organized on April 3, 1893 as the "Finnish Evangelical Lutheran Church of Rockport, Pigeon Cove, and Lanesville," and services were conducted entirely in Finnish.

The current building dates to 1876, when it was built as a Universalist church. Between 1876 and its 1941 consecration as St. Paul Lutheran Church, the building served as a gymnasium, a community meeting hall, and — at one point — was struck by lightning. The Lanesville congregation purchased it in 1940 and dedicated it the following year. Finnish-language services continued for the first decade in the new building; bilingual services began in 1951 before the eventual transition to English.

The traditional 19th-century church architecture creates the warm, resonant sound chamber concerts ask for — and the building remains a quiet testament to the immigrant heritage that helped build Lanesville.