Christ the King Parish was established in the Diocese of Covington on July 22, 1945. Initially, Mass and other parish functions were held in the chapel at St. Catherine's Academy. The Rev. George J. O'Brien was named the parish's first pastor. He had to resign soon after because of ill health and was replaced by the Rev. Richard O'Neill. The parish moved to its current site on May 12, 1946. Parish functions were held in a pre-fabricated structure. Christ the King School was opened in 1951 and the Sisters of Divine Providence formed the initial faculty. The present church and rectory was built in the Modern and art deco architectural styles from 1965 to 1967 for $1.5 million. On January 14, 1988 Pope John Paul II established the Diocese of Lexington, and Christ the King became the cathedral for the new diocese. The Cathedral Center was added to the parish facilities in 1992.