Veseli was originally settled by Czech immigrants and was the largest of four such communities in Minnesota. The members formerly worshiped at the parish in New Prague until they organized their own church in 1874. The first building was a wood frame structure built between 1874 and 1878. The present building was built in 1905 and follows an Italian Romanesque style, with some influences of Craftsman architecture as well. It is 110 feet (34 m) by 64 feet (20 m), with a 90 feet (27 m) tall campanile tower on the left rear of the church. The entry has a round rose window with an eave above it, giving the appearance of a canopy.
Besides the church building, the parish has a school building built in 1916 and a convent and rectory built in 1926.