Our Lady of Mercy advertises itself as 'The Oldest English-speaking Catholic Parish in Belgium".

It was founded in the early 1960's when the American seminary in Louvain - The American College of the Immaculate Conception - was asked by a group from the English-speaking Catholic Community in Brussels to assume parochial responsibility for their rapidly growing numbers. This venture also made available a "teaching parish" where seminarians from the American College could learn the skills and art of pastoral ministry in real-life situations. The pastor of the parish serves as a Staff Member of the College.

Official status was given to the parish on 4 December 1965 when Fr. Albion Bulger, Vice-Rector of the College, was appointed as the first pastor. Subsequently, in order to accord the parish a legal existence, Our Lady of Mercy ASBL was formally founded by the publication of its constitution on 9 May, 1968. Members of this legal organisation are the trustees of the parish.