Although there was a church in Prestonpans from the 12th Century or before, all trace of it was lost in 1544, when English troops harried the Scottish Lowlands. This was the "Rough Wooing", the revenge of Henry VIII for the refusal of the Scottish Parliament to allow the infant Queen Mary to marry the prince of Wales (later Edward VI). They were 2 and 7 respectively!

Davidson began to build the first Preston Church in the year following his appointment as minister. The two local landowners, Lord Hamilton of Preston and John Kerr of Prestongrange were reluctant to provide for a parish church. Eventually Hamilton provided the site, but little financial support, and Davidson built the church, manse and school largely at his own expense. The original church was small, with a communion table running the length of it. The main door was to the north.I

During the 400 years the church has stood here, it has seen 27 ministers and almost as many generations of worshippers. Many of the ministers were notable men. The second minister was John Kerr, a step-son of John Knox. John Davidson had  predicted John Kerr would be his successor as minister of the parish when he was still a swaggering youth. Amongst subsequent ministers, three were deprived of their office in the late 17th century. This was the time of the Covenanters, when the Church fought for its freedom of worship and government. The relationship of the church with its patrons continued stormy, because several 17th century ministers died deep in debt and one took a dispute with the patron to the Parliament in 1695. In 1702, the patron, Lord Prestongrange, was reluctant to call Robert Horsburgh, and his concerns seem to have been justified since Horsburgh later complained that the church was unsafe and a long dispute with the patron ensued. His successor, William Carlyle was minister at the time of the Battle of Prestonpans and watched the action from the church tower.

The church was extensively rebuilt in 1774, and again in 1891. In 1774, the church was enlarged and the present shape of the east-west aisles emerged. The pulpit would have stood on the north wall. There were then two transept-like protrusions from the south side of the church: the laird's loft, now the organ loft, and another to the west of it.

This latter consisted of a porch and the vestry above it. In 1891, the north aisle was added and also the east porch. At that time the porch and vestry were removed and a vestry built in the north-west angle of the building. That vestry was destroyed by a fire in 1975 and replaced by a new vestry and the choir room in the north east corner.