St Anthony’s Parish was established in the Gonville suburb of Whanganui when it was a burgeoning town of 24,000—the fifth largest city in New Zealand at the time. A hall was built atop a sandhill ridge on York Street which was to serve as a temporary chapel and a school hall. The Ross & Beckett builders completed the hall at a cost of NZ£3,734 (NZ$367,000 in the 2019 equivalent). The hall doubled church and school. Mass was offered by the parish priest who would come the 3 kilometers from the centre of town each Sunday.  On Monday morning the desks came out. Friday afternoon they were moved out to be replaced with the seats for Mass. The hall finally got its sole status as a church in 1930 when a small house was purchased and converted into classrooms 

When the primary school was founded in 1925, 75 pupils were enrolled and three sisters from Sacred Heart Convent on St John’s Hill came to give instruction. The school closed in 1983 due to a declining roll and the state integration programme for Catholic schools. Pupils began attending St Marcellin school about one kilometer away, and next to the present day SSPX priory. The old St Anthony's buildings, except the church were deemed, according to one historian “so woefully below standard that they were unlikely to be accepted for integration." They posed an earthquake risk also and were unsuitable for school use, so were razed. The parish closed in 1987.

The late Alida Peek and Elizabeth Hubers, with Pat Grace, Colin Smith and Jon and Betty Hos were among the original faithful in Whanganui. While the turmoil of the 1960s and 1970s were introducing changes in the Church, tehse prayed as part of of a Rosary group. Hearing about Fr Augustine Cummins, C.Ss.R., who kept the traditional Latin Mass and travelled New Zealand and Australia, they invited him to Wanganui. Several small chapels or homes housed the traditional Mass during this time. The faithful also had the grace to send young men to the SSPX seminary in Ecône, Switzerland, where two would be ordained priest for the Society. As Fr Cummins could not come regularly, eventually the faithful asked Archbishop Marcel Lefebvre to send priests. Archbishop Lefebvre paid a visit and promised a priest as soon as one could be spared to visit more regularly.

It was in 1986 that the first two priests, the Austrailian Fr Stephen Abdoo, and the Argentine Fr Ruben Gentili came to reside in Whanganui. By this time however, the apostolate was not limited to Whanganui and the priest would travel throughout the North and South Islands, providing Masses. It was on one of these trips where Fr Abdoo lost his life. Returning from the South Island missions and on his was to the small chapel at the Shaw home in Tawa, near Wellington, a motorist came across the median of the road and hit Fr Abdoo's vehicle head on. After the passing of the elderly Fr Ludovic-Marie Barrielle who joined the Society late in life and was a spiritual director for the Ecône seminary, Fr Abdoo's death marked the first Society member ordained by Archbishop Lefebvre to die.

The Superior General sent another newly-ordained Argentine to help Fr Gentili, Fr Juan-Carlos Iscara. It was under their time in Whanganui that St Anthony's Church went on the market. The faithful made novenas to St Anthony to try to obtain a proper church building, and eventually promised regular devotions and an annual processsion should the church come over to their use. Despite the efforts of the Bishop of Palmerston North to block the sale, fearing it was to be bought by traditional Catholics, the sale went ahead through a third party, and the Society obtained a large property lot which was mostly empty save for the church building and an old house that would serve as the priory.

St Anthony's Primary School began with a new building in 1994 and the help of Sister Mary Micaela, a Dunedin Dominican Sisters who due to the revolutionary changes in her order was forced to leave. Sister taught and lived at the school to help the school operate on a shoestring budget. Due to its success it was expanded to include Years 1–7 soon afterward. Two young ladies joined Sister Micaela and together they began a new foundation of sisters, the Dominic Sisters of Wanganui in 2002. In 2007 due to the increase in the foundations numbers, a convent building took shape, which would house a secondary school for girls as well as the sisters on the top level. Now this level serves as a boarding house for the girls school, while the sister moved to a large house on an adjoining property.

The boys secondary school came soon afterward, but in 2016 saw the donation of a large sum of money, enough to build a new office for the school and church as well as four modern classrooms.

In 2019, the Primary School began its 25th year of forming young girls and boys into good Catholic men and women. With nearly 500 faithful in Whanganui and nearly 250 others throughout New Zealand especially at our missions in Auckland and Wellington, over 100 children in the schools, claim to 5 priests who hailed from "Pacific's Triple Star", 2 seminarians and several religious vocations, the experiment of Tradition desired by our founder, Archbishop Lefebvre, has been proven fruitful.