Nymore Norwegian Lutheran Church was formally organized on December 5, 1907. Pastor Carl Amundsen was called as the first pastor of the small congregation. Prior to formal organization, the Matthew and Marie Larson family had been conducting Sunday School classes for the Norwegian children of the area as well as services in their home in Nymore. The Larsons also donated land for the original church building at Wood and 4th Street and for a cemetery on Roosevelt Road.

The original building was built in 1908-1909 by mostly volunteer labor. In 1964 the congregation moved several blocks east to 4th and Grant Street into a new structure. The church name was also changed in 1964 to Calvary Lutheran Church A second move to a new building occurred in 1982 after the current structure was completed south of Bemidji along Highway 71 South.