Pleasant Valley was one of the bush clad areas in the South Canterbury foothills where a flourishing business of bush felling and timber milling became established in the 1860s. It was one of the earliest settlements in South Canterbury and soon had a store, a hotel, blacksmith's shop and school. Rev. Lawrence Lawson Brown, who was appointed to the pastoral district of Orari in 1862, based himself in Geraldine, conducting services in woolsheds and homesteads around the area before any churches were built. Settlers were keen to have a church in their district and both land and timber were donated for this purpose in Pleasant Valley. Lt. Belford Woolcombe, the resident magistrate in Timaru, drew plans for a simple church to accommodate up to 40 people and the timber was felled and pitsawn by local volunteers.

The church's completion was celebrated by holding a dance in it and the first baptisms are recorded as taking place here on 30th August, 1863. Bishop Harper performed the consecration in 1865. Rev. Brown served the parish for many years and it is thought that the name St. Anne's was a tribute to his wife, who is buried in the churchyard.

By the mid 1880s the Pleasant Valley township had become almost deserted as the timber had all been milled. The St. Anne's congregation was much reduced and the little building was in poor repair. However, new farming settlers arrived and the church was renovated and enhanced by a series of gifts.

In 1926 a local parishioner Mrs Burdon presented a memorial window in memory of her friend Edith Moffat. This stained glass window was placed over the chancel replacing the two latticed lancets which were originally there. It was designed and produced by Veronica Whall (1887-1967) one of the leaders of the Arts and Crafts movement in stained glass. The window is typical of her style and is the earliest example of her work in New Zealand.