The first record of any Lutherans being in Warren County, Mississippi, was when the Saxon immigrants who later formed the Lutheran Church--Missouri Synod stopped for one day in Vicksburg in 1839 on their way up the river from New Orleans to Saint Louis. A hundred years later, there are records of some Lutherans who lived in Vicksburg, but trekked to Jackson for church services at least once a month for lack of a Lutheran church in their home town.

That circumstance changed in 1949 when the Rev. Kenneth Hoffmann came to Vicksburg as chaplain of the Vicksburg Lutheran Hospital, which had been recently acquired by the Lutheran Church--Missouri Synod. He was asked to work toward the establishment of a congregation in Vicksburg as a mission of the Missouri Synod. A meeting was held in his home on January 13, 1950, with 14 charter members. As a result of this organizational meeting, the first Lutheran worship services were held on February 5, 1950, in the reception/living room of the Lutheran Hospital Nurses' Home at 1704 Cherry Street. Services were lead there by Chaplain Hoffmann and several vicars over a period of three years. On Ash Wednesday of 1953, the congregation moved across the road into a renovated antebellum home at 1621 Cherry Street.

In March, 1954, the Rev. Edwin L. Coyner accepted a call to be the first full-time pastor of the budding congregation. The site of the present church building at 301 Cain Ridge Road was purchased in November of 1955, and ground was broken on February 10, 1957. The new facility was dedicated on September 29, 1957.

The Rev. Marlo Lemke became Messiah's pastor in 1966. Before he took a call elsewhere in 1975, the congregation saw ground broken for a building expansion on Easter Sunday of 1974, and then dedicated on January 12, 1975. Space was added for five more classroom areas, remodeled kitchen and restrooms, an enlarged narthex, and a new study for the pastor. The sanctuary was also repainted and carpeted at that time.

The Rev. Kenneth Taglauer was Messiah's pastor from 1975-82, followed by the Rev. Donald Kasper, who served from 1982-89. A new organ was dedicated on June 10, 1984. On May 22, 1988, ground was again broken at Messiah for a new parish hall, more classrooms, an expanded kitchen, nursery, and restrooms. The spacious triangular-shaped addition is called Trinity Hall and was dedicated on September 25, 1988.

The Rev. Dean Dumbrille was called as pastor to Messiah in 1991. Before he left at the end of 1993, the sanctuary was again refurbished--this time with new stained-glass windows, carpeting, and an expanded chancel. The renovated sanctuary was completed on June 10, 1993.

The Rev. W. Clayton Campbell, Jr., was the pastor at Messiah from 1994-96.

The Rev. Gary Osburn was the pastor at Messiah from 1997-2015.