During the later part of the 19th century it was government policy to divide Indian missionary work among the several churches that carried on such services. Both the Catholic Church and the Episcopal Church were invited to commence such labors on the Wind River Reservation and both Churches made provisions to serve both the Shoshone and the Arapahoe tribes.

About 1887 at a location east of Fort Washakie, the Reverend John Roberts started a small mission to serve the Arapahoes. This mission was given the name St. Michael's but the post office and community are called Ethete. Complete records of construction of individual buildings at St. Michael's Mission have not been located. Probably about 1900 the Episcopal Church built a small log church at a site some three miles removed from the present Mission location. Between 1910 and 1917, the buildings around the oval were built and in 1920 the old church was moved to its present site. Although the Mission is called St. Michael's, the church itself is named Church of Our Father's House--this being the English approximation of the Arapahoes' medium to denote God and a place of worship.