The Domesday book of 1086-7 tells us quite a lot about 'Escepehale' but not whether it had a church. However a number of factors suggest that the inhabitants of the pre-conquest 'Scepa-halh' (ie: a clearing where sheep could be grazed) had a religious building here, perhaps initially of wood.

Firstly the churchyard: It's oval shape has suggested a possible earlier Celtic or pagan religious site, perhaps linked to the nearby well. Secondly the Chronicles of St. Albans Abbey (edited circa 1240) list Shephall as part of the original endowment of the abbey, when it was refounded by King Offa at the end of the 8th century and an abbot would normally provide a church for his own tenants.

Finally there is a stone in the sanctuary, visible beneath the inner arch of the South window, which appears to have runic letters crudely incised (and now upside down). Experts at The British Museum agree that it appears to be of Saxon or Danish origin, but since no meaning has yet been deciphered, this rare relic is not really conclusive evidence of a structure.

What we do know however is that by the middle of the 12th century, a church stood in Shephall, which had become attached to the neighbouring parish of Aston, then held by Reading Abbey. In a contract of 1151-4, Reading ceded to St. Albans it's rights in relation to the church of 'Sepehale' and recognized it's independance from the church of 'Estuna' (in return it gained the church of Bucklebury near Newbury). Thus the Abbey of St. Albans regained it's patrimony, and exercised both civil and ecclesiastical jurisdiction over Shephall until it's dissolution in 1539; the parish remained, even into the 19th century, a tiny colony of bishopric of London in the enormous diocese of Lincoln, and similarly constituted an outpost of the Liberty of St. Albans within the Hundred of Broadwater.