The Catholic Church in Winston-Salem began as a mission of the Benedictine Fathers from Belmont Abbey, near Charlotte, N.C. In 1885 there were only three Catholic families in the city.  Mass was offered in these homes by Father Gross about 1886.  In 1891, property was purchased and a church built on Fourth Street and Brookstown Avenue by Bishop Heid, O.S.B., from Belmont Abbey. A rectory was added in 1903. Mass was offered once a month.

In 1905 Father Thomas Stapleton came as the first resident pastor and remained until 1907. He was succeeded by Father George Lester who remained until 1913. The next resident pastor was Father Willibald Baumgartner, O.S.B. It was during his pastorate in 1916 that the building fund for St. Leo's Church was started. The site of the present church was donated by Mr. Z. Angelo. The architect who designed this beautiful English Gothic edifice was Father Michael McInerney, O.S.B. The
church and Rectory, erected on a site formerly occupied by a large tobacco barn, cost about $80,000. The cornerstone was laid by Bishop William J. Hafey on Sunday, January 15, 1928, at 3:00 p.m. Father Jerome Finn, O.S.B. had succeeded Father Ignatius Remke, O.S.B., (pastor from 1924 until 1927) and it was during his pastorate that the church was built, the cornerstone laid and Holy Mass offered in the new structure, which was fully completed in 1929. A bronze bell, weighing one thousand pounds, was purchased from St. Pauls Episcopal Church and hung in the tower of St. Leo's in 1930. It is inscribed with the words, "Glory to God in the highest" and with a Latin phrase which says, "I hasten the tardy."

In 1942 St. Leo parish passed from the care of the Benedictine fathers of Belmont Abbey to the diocese of Raleigh and Fr. Michael J. Begley, (now Bishop), became pastor. In the following year the Sisters of St. Joseph from Chestnut Hill, PA. accepted the invitation of Bishop Eugene McGuinness to establish a mission school in Winston-Salem. A house on Georgia Ave. adjacent to the church property was purchased for their convent. The original school, Villa Maria Anna, opened in 1947 and in l953 the present parochial school of St. Leo was constructed.

In the decade following the Second Vatican Council, the church underwent a number of renovations to bring it into accord with the liturgical changes instituted by the Council. In l990 St. Leo parish dedicated the Bishop Michael Begley Parish Center which contains the office complex, meeting rooms, library, and on the lower level the large activity hall and kitchen, the pre-Kindergarten classroom, and nursery. The hall is able to accommodate five hundred worshipers for Sunday Mass.
In 1998 the parish acquired the former Angelo home directly across Springdale Avenue from the entrance to the church for the priests’ residence.

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