The First Baptist Church of Covington was organized in 1838 by 21 charter members. Initially, the congregation worshipped in a schoolhouse at the northeast corner of 4th and Scott Streets. Baptist preachers were hard to come by in these early days. The congregation was served by a number of ministers during its infancy. Among these was Asa Drury, a professor at the Western Baptist Theological Institute and later the first Superintendent of the Covington Public School System. In 1840, the church became a member of the North Bend Baptist Association.

In the early 1840s, a parcel of property was purchased on the north side of 4th Street west of Madison Avenue. On this site, a small church was constructed. This old church served the congregation well for nearly three decades. By 1870, the population of Covington had greatly increased. The number of Baptists also rapidly multiplied. The need for a new church became readily apparent. In that same year, the Reverend W.H. Felix was appointed pastor of the congregation. Reverend Felix immediately began planning for a new building. On February 1, 1871, the original church building was demolished to make way for a grand new edifice. The new church was designed by the architectural firm of Walter and Stewart of Cincinnati. The building was constructed of rough-hewn stone and sported a small tower surmounted by a spire. The interior was beautifully enhanced with painted-glass windows. The new church building was ready for occupancy in January 1872. The structure was officially dedicated in the fall of 1873.
First Baptist continued to grow, and by 1880, membership stood at 300. The congregation established two mission churches: Madison Avenue Baptist in 1857 and Southside Baptist in 1889.

The 1920s witnessed a number of accomplishments for the congregation. A residence located adjacent to the church was purchased and used as additional classroom space for the Sunday school. In 1929, a home was purchased on Eastern Avenue for use as a parsonage.

Tragedy struck First Baptist and the entire region during the 1930s. First, the Great Depression resulted in a lack of financial resources for both the parishioners and the congregation. In addition, the 1937 flood did considerable damage to the church property. Over three feet of water stood in the education building. The water also destroyed many of the original record books of the congregation.

Paul Allen Tenkotte, Heritage of Art and Faith (Published by the Kenton County Historical Society with Assistance from the Kentucky Humanities Council 1986); Collected Baptist Records of Northern Kentucky (Kenton County Public Library).