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St. Mary's is a lofty, white sandstone English Gothic cathedral in the heart of Cheyenne. It was not until 1902, with the arrival of the third bishop of the Diocese of Cheyenne, James J. Keane, that progress was made toward the erection of a cathedral in the city which in 1890 has become the state capitol. The creation of Cheyenne Diocese had not been anticipated in the early days of Cheyenne settlement, and since the congregation, which was now known as St. Mary's had outgrown its modest brick church at 19th and Carey, Bishop Keane set himself to the task of erecting a suitable cathedral and bishop's residence. The site chosen for the new cathedral was on Capitol Avenue. On July 7, 1907 amid a throng of 5000 people, the cornerstone of the cathedral building was laid. On January 31, 1909 in a ceremony attended by the most impressive gathering of Catholic ecclesiastics held in Wyoming St. Mary's Cathedral was dedicated.