The area of Marsaxlokk was considered a sacred locality for many centuries, as evidenced by the ancient temples built at Tas-Silġ. However, for a number of years this village was completely abandoned when Malta was continually raided by Moslem corsairs. By the 19th century Marsaxlokk established itself as a foremost fishing village and as a summer resort, and a church dedicated to our Lady of Pompei was built. This church became a parish in 1897.

Today, the parish is the venue of a national pilgrimage that is held every year on May 8.

In 1892, the church was originally built in a rectangular form with the designs attributed to Dun Ġużepp Diacono. It was enlarged in the early 1900s completely altering the shape to that of a Latin cross with the addition of east end transepts and a choir. These additions are attributed to architect Giuseppe Bellia. In the late 1920s further structural modifications were carried out under the direction of architect Giuseppe Lia when a new west front was constructed. The façade consists of a three-bay twin bell tower which contains superimposed large orders and a pseudo-baroque doorway recessed in a deep arched niche which swells up to occupy almost the entire central bay.

The Malta Environment and Planning Authority originally scheduled the parish church as a Grade 1 monument on March 10, 1995 as per Government Notice 153.