St. Marcellus was founded in 1928. However, the history of Catholicism in Greene County goes back to 1785. In that year, a representative of 70 Catholic settlers in the area sent an appeal to Bishop John Carroll of Philadelphia to have a priest to visit them at least once a year. Unfortunately, the bishop had no priests to spare and for over a decade the only time the local residents saw a priest was when one passed through the area on his way elsewhere.
Until the establishment of St. Ann parish in Waynesburg in 1839, the Catholics in Greene County were periodically visited from priests from either Pittsburgh or Brownsville. These priests celebrated Mass in Waynesburg, requiring any Catholics in Jefferson to travel to that city to attend services. These individuals continued to travel to Waynesburg to attend Mass after St. Ann was established. It was not until 1896 that the first Mass was celebrated in Jefferson.
At that time there were only four Catholic families in Jefferson. For the next 20 years, priests periodically visited the town and celebrated Mass in private homes. By 1920, the nearby coal mining town of Mather began growing, bringing more Catholics to the area. The population grew to the point that private homes could no longer accommodate the number of people who wanted to attend Mass and the Community Building was used on Sundays. By the middle of the decade, responsibility for the local Catholic community was transferred from St. Ann to the Mission Confraternity of Christian Doctrine.
In 1928, the decision was made to build a church between Jefferson and Mather. On September 30, 1928, St. Marcellus church was dedicated. On September 26, 1936 the parish became a mission of Our Lady of Consolation, Nemacolin. In 1952, the mission of St. Marcellus was transferred to St. Thomas in Clarksville. St. Marcellus continues as a mission of St. Thomas today.
By 1960, it was obvious that the old church was no longer adequate for the parish. A plot of land in Jefferson was purchased and the cornerstone for the new church was laid on March 18, 1962. The completed church was dedicated on June 24, 1962.