The original Holy Trinity building dates to 1844, as an expansion of the congregation at St Mary’s, the ancient town centre church. The new church was located in what was then the village of Walton, just half a mile away, using land donated by the owner of Croft Farm. The early Holy Trinity had an emphasis on worship, particularly hymn singing. The new building soon proved too small and various enlargements took place; a gallery in 1895 followed by a baptistery, porch and tower with three bells in 1886-87.
This early congregation was largely poor, being mainly drawn from the boat people of the canal, and also the families of the famous Aylesbury duck herders. In 1859 a friend of the vicar of Holy Trinity loaned money to buy two cottages next to the church to start what was to become Walton Holy Trinity National School (now Walton Hall) to support and educate local children. Walton Hall has been a focus of local community life from this time ever since.
The ecclesiastical census of 1851 records a combined morning and evening congregation of 732. Electric light was added in 1919. The church continued to grow and expand throughout the last century. A new congregation and Junior Church were started in the Tring Road County Primary School in 1952 (later to become The Church of the Holy Spirit, Bedgrove). Another daughter church, The Church of the Good Shepherd, Southcourt was erected in 1956.