With the burden of sharing the gospel of Jesus Christ to the Butler County town of Greene, a Bible class was started in the home of Mr. and Mrs. Leonard Morey on July 16, 1939. Services were moved to the second floor of a local store in October 1940. The first permanent pastor, Charles E. Segerstom, was called to serve in 1944, with assistance of the Calvary Baptist Church in Forest City, and the Calvary moniker was formally adopted in June of that year.

Ground was broken for a permanent church building in August 1945. The first services were held on May 5, 1946, and a dedication ceremony was held on June 2. The present entryway was added in 1979.