Episcopal services were first held in the Milton section of Litchfield in 1792. At first, services were held five Sundays a year with the meetings taking place in private homes. In 1798, Episcopalians living in Milton were given permission by the First Episcopal Society to build their own chapel and Trinity Parish was established. Work on the church edifice began in 1802 and was not completed until 1826, with the church finally being consecrated (after all debts had been paid) in 1837. The church was designed by Oliver Dickinson, who modeled it on the second Trinity Church at Wall Street in New York. The church’s steeple was replaced, later in the nineteenth century, with four Gothic-style square-cornered turrets. The belfry and steeple were later both replaced after being struck by lightning in 1897. When the church was being repaired and wired for electricity in 1938, pinnacles with crosses were discovered that had once stood at the base of the initial steeple. This made it possible to determine the proportions of the old steeple and restore the church to its original appearance.