This edifice stands on the mid-1840s land grant of former Republic of Texas President Mirabeau B. Lamar, and near the official residence of the second Bishop of the Diocese of Texas, the Rt. Rev. George Herbert Kinsolving (1849-1928). Aided by the Bishop and his wife Grace, the Diocese of Texas bought this land as site for a residence for women students of the University of Texas. Built in 1897, that structure called "Grace Hall" was in use for nearly 70 years.
All Saints', erected in 1899 as a chapel for Grace Hall, was dedicated to the memory of the Rt. Rev. Alexander Gregg (1819-93), first Episcopal Bishop of Texas. Austin architect A.O. Watson designed the Gothic Revival structure of native limestone. Its stained glass windows of Medieval Mosaic style are recognized as fine examples of American art.
By 1910, All Saints' had become a parish in the growing university neighborhood. In time, three of its Rectors became Bishops. The crozier of office of Bishop Kinsolving stood in the chancel for 35 years. He was revered as the founder, benefactor, and lifelong friend of the parish. As he had wished, his body was buried beneath the altar in 1939.