In 1829 the Presbytery was built as a private house for Samuel Hand, a Grantham grocer on the corner of North Parade and the road to Nottingham.
In 1830 Thomas Peter Tempest, the son of Stephen Tempest of Broughton Hall, Skipton, was passing through the town and noticed that the house, garden and paddock were for sale. He bought them and laid the foundation stone for the church in 1831. It was finished in May 1833. Later in 1833, Father Tempest also built the school, which initially was at right-angles to the road behind the Presbytery. It was rebuilt in 1859 in its present position. The church has a crypt, the original entrance to which was a stone slab measuring 7 feet by 3 feet. It only contains the remains of four people, a French priest, two small girls and the girls’ mother.
The first person to be buried there on 4 May 1835, was Father Jacques Gabriel Yver, a French émigré priest aged 74. Father Yver had lived in Mansfield and Newark as a priest, and then at Grantham for over thirty years. He had escaped from France during the Revolution and was one of the few who had avoided death after being arraigned at the mock tribunal of Robespierre. He endured many hardships and privations before he escaped to England, where he managed to support himself by working as a tutor of French and Italian. He was described as being of amiable disposition and having suavity of manners.
The girls also buried there were Matilda and Cecilia Mahon, who died in 1837 and 1842. Matilda was aged six and Cecilia aged eight when they died. Matilda died of croup and Cecilia died of inflammation of the chest. Their mother was also interred there thirty years later. The girls’ parents were John and Eliza Theresa Mahon who were both born in Ireland. John was a Professor of Language, and the family, according to the census, had lived in many different places. They may have been acquainted with Father Yver through both their religious beliefs and their language tutoring.
They had five children Matilda, born in 1831; Louisa; born in 1832 in Paris; Joseph, born in 1833; Cecilia, born in 1834 and John, born in 1835 in Derby. The family lived initially at Great Gonerby and then Spittlegate probably from at least 1837 until 1842, when Cecilia died.
In the 1851 census, Mrs Mahon and some of the family were found living in Westminster. Mr Mahon was admitted to the Westminster Workhouse in February 1849 for eight days, suffering from temporary insanity. He was admitted again in March 1850, but this time was sent to the county Lunatic Asylum after eight days. He died early in 1860. Louisa became a governess and lived with her mother until she died. John, who was at school in Brighton in 1841, became a tutor and also lived with his mother until she died. Joseph cannot be traced, as the name is commonly used.
Mrs Mahon moved to Greenwich after 1861, dying there in 1864. Her body was returned to Grantham for burial in the crypt with her two daughters and Father Yver. Her coffin was said to be extraordinarily large as she had been suffering from dropsy for the previous year.