St. Peter's was first built in Windham in 1861 but by 1893 the Windham church was too small, so the current church was built in Cosgrove in 1893.  St. Peter's school was built in 1901.  In 1912 St. Peter's Church in Cosgrove was expanded. 

A complete remodeling of the church was done in 1967 with new altars, pews, carpeting, and paneling on the altar and new Stations.  The current rectory was built in 1968.  The hall was dedicated in September, 1977.  In 1987, a cry room was added to the back of the Church.  And in 1999, St. Peter’s was recarpeted, the kneelers were removed, and the Stations were all repainted.  There are currently over 150 families who are members of St. Peter’s Catholic Church of Cosgrove.