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 then 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 in 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 Gerald Stremmel. In 1970, the last graduation of eighth graders was celebrated and the school was closed in 1971 after 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 front of the church. In 1993, Vincentian 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 Parish 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 of Sacred Heart Parish. 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. Father Kirk Slattery became pastor in October 2009. In March 2012, Father Carlos Gallardo-Morales was named temporary administrator. Father Alfredo Garcia was named pastor later in 2012, followed by Father Rafael Torres-Rico in 2013. Father Jason Keas was installed as pastor Aug. 30, 2015.
Father Roylan Recio was installed as pastor on Aug. 19, 2019. In Sept. 2020 Father Dan Ayers was assigned as parochial administrator.