While the congregation of St. Anthony's parish considered the plans for a new church, Fr. Urban deHasque encouraged construction of a separate house of worship for Okmulgee's black Catholics. In June 1925, he paid $5,000 for eight lots at East Third Street and Choctaw Avenue. A parish hall on the original St. Anthony's property was moved to the site to serve as a temporary church. Fr. deHasque also approached the provincial of the Holy Ghost Fathers about staffing the parish, and Fr. Daniel P. Bradley, CSSp. was appointed as first resident pastor. The first Mass was offered on September 4, 1925.
In time, there were as many as four priests living at Uganda Martyrs, serving that parish along with missions at Boley, Okemah, Grayson, and Beggs. On March 14, 1945, Bishop McGuinness dedicated the present brick church at Uganda Martyrs.
The parish is named for the 22 Catholic and 23 Anglican converts who refused to yield to the demands of King Mwanga II of Buganda, who perceived the growing Christian communities as a direct challenge to his authority and the established religious and political order.
The parish is the first in the United States to be dedicated to these dedicated faithful. In June 2025, the parish celebrated a century (100 years) of resilience and renewal.