The old church of All Saints has become a place of pilgrimage and is popular for ramblers, hence the adopted name of The Ramblers Church.
St Mary's is an Arts & Crafts church designed by the architect, Temple Moore and came about through the efforts of the Revd Perceval Laurence, Rector of Walesby from 1879-1913. The inconveniently sited Old Church was virtually abandoned when he arrived in the parish and for over 30 years the people worshipped in a temporary iron building in the village. By 1910 sufficient funds had been raised to build a new church. Work began on 6th June 1913 and on that very day Revd Laurence, who was 84, died.
The tranquil atmosphere attracts many to the church. The path is studded with the symbols of the cross interleaved with a complete circle, representing the wholeness of God. Originally the tower was crowned by a small candle snuffer spire, but this became unsafe and was removed before the Second World War.
There are many interesting features including the Roll of Honour which was designed by Revd JW Davis, the vicar at the time, listing the names of the Walesby men who served in 1914-1918 war. Above it is a tableau in remembrance of the men who lost their lives in that war. The windows are of old Lincoln plain glass with the exception of the Memorial window. This window commemorates the safe return of the men who fought in the 1939-1945 war and also Henry Jolland who lost his life in service. In the chancel south and vestry east there are genuine pointed medieval windows within the rectangular windows like an inner screen. Where these windows came from is unknown; they are of 15th century perpendicular type often found in Lincolnshire and Yorkshire. The pillars, in the central arcade reach up into the ridge of the steeply pitched roof and are an unusual Arts & Crafts feature.