Fathers Godfrey Raber, Anthony Abel and George Fenske were in charge of the Catholic congregation in Cheyenne Wells from 1909-1912. In August 1912, 24 lots of property were purchased from H.M. Schumm by Bishop Nicholas Chrysostom Matz of Denver for the sum of $1. In June 1913, excavation began and the church was completed by October.

Father Alfonso Keiffer, known to many as "Padre of the Plains," became the first permanent pastor in 1918. He built a rectory that is still in use today and, in 1921, organized the construction of Sacred Heart School. In the 1920s the cattle market crashed, causing the parish to go into debt. Father Keiffer began his famous "Living Rosary Crusade" to raise funds. Father Keiffer had Columbine Hall constructed in 1949 for social and recreational events. Due to failing eyesight, Father Keiffer discontinued active ministry until 1952. For the next three years, the Bethlehem Fathers took care of the parish. In 1955, when Father John Canjar was assigned there, the congregation had outgrown the church, and Columbine Hall was converted into the present Sacred Heart Church. The new sanctuary was dedicated in 1957. The old church building was demolished in 1958. Father George Kearney was appointed pastor in 1959 and organized an altar boy program. Father Clement Dewall served as pastor from 1966-69, followed by Father Gerals Stremmel. In 1970, the last graduation of eighth graders was celebrated and the school was closed in 1971after 58 years of service. Also, in 1971, Father Daniel Balzereit was appointed pastor. Under his tenure, the church was remodeled with funds from a good wheat crop and from the generosity of Father Keiffer, who had passed away on Oct. 7, 1971.

Father Leonard Hoeffler served the parish from 1973-1982, followed by Father James Morgan (1982-1984). Father James Halloran (1984-1987) and Father Thomas Kihn (1988-1991). Father Edward Sullivan arrived in 1991 and was instrumental in remodeling the church balcony and adding classrooms behind the from of the church. In 1993, Father Thomas Kloppenborg came to Cheyenne Wells and was responsible for the new church entrance. Father Kloppenborg also started a community food pantry. In 1995, Sacred Heart School building was demolished for insurance reasons.

In June 2002, Father Khanh Pham Nguyen was named pastor of Sacred Heart and tried to jumpstart parish life before having to leave in 2004 due to poor health. In August 2004, Father Jaimes Ponce became the parish administrator. He organized a complete renovation of the church, which was completed by the end of July 2005 and rededicated in September of the same year. In 2007 Father Ponce went to Rome to study canon law, and Father Boleslaw Kuzma was named parish administrator 2007-09. Father Kirk Slattery was named pastor in October 2009 to March 2012. Fr. Carlos Gallardo-Morales was temporary administrator till August 2012. Fr. Alfredo Garcia was assigned pastor August 2012-June 2013 and Fr. Rafael Torres- Rico was assigned pastor June 2013- June 2015. Fr. Jason Keas was installed as Pastor from 2015 to 2019, followed by Fr. Roylan Recio from August 2019 to August 2020. Fr. Dan Ayers was installed as Parish Administrator in August 2020.