Construction work on St. Paul's was begun in the spring of 1896, and on June 10 of that year the cornerstone was laid. The stone contained the Holy Bible; plans of the chapel; a plot of the ground; Richmond Times, June 9, 1896; Southern Churchman, June 4, 1896; Abingdon Virginian, June 5, 1896; coins of the United States; and record of the William King Masonic Lodge. Construction of the building proper was completed in the fall of 1896.
During the next three years furniture, most of which was made locally, and fixtures were obtained and installed as time and money permitted. The altar was given by Mr. W. D. Mount who also made and gave the pulpit and the bishop's chair. The lectern and credence shelf were given by Mr. James Barnes and Mr. J. F. Watson. The altar rail was given by a Mr. Jackson in 1896. Grace Church, Lynchburg gave the communion service which is still used today. It had been dedicated on Palm Sunday in 1874 to Rev. Henry Waterman. The prayer desk was made at the plant (Mathieson).
Early in 1900 the church building had been cleared of indebtedness, and on May 14, 1900 St. Paul's was dedicated by the Rt. Rev. A. M. Randolph, Bishop of Southern Virginia. The original turstees were Messrs. James Barnes, W. D. Mount, W. B. Robertson, and J. F. Watson.
For a number of years after erection of the Episcopal and Methodist churches, all of the church people worshipped in one corgregation at one of the various churches. One Sunday worship would be a Baptist service in the Union Church for morning service and in the Christian Church for evening service. The next Sunday a Methodist service would be conducted at Madam Russell. Worship the following Sunday morning would be a Presbyterian morning service at the Union Church and an Episcopal service at St. Paul's that night. This arrangement resulted in large congregations at most services.