The Roman Catholic diocese of Natchez, in Latin Natchesium, was founded on July 28, 1837 and originally covered the entire state of Mississippi. The first bishop of the diocese, John Mary Chanche, S.S. (1795–1852), was not appointed until three years later, in 1840, and arrived in Natchez in May 1841.
On his arrival at Natchez, he met the only priest in the new diocese, Father Brogard, who was there only temporarily. In the role of a missionary, Bishop Chanche began to contact the Catholics and organize the new diocese. Within a year he laid the cornerstone of his cathedral. At his death the diocese had 11 priests, 11 churches erected, and 13 attendant missions.
Over the years, as the population balance within the state shifted, it became obvious that the operations of the diocese should be moved to Jackson, the state capital. On December 18, 1956, the diocese was renamed the Diocese of Natchez-Jackson and many operations of the diocese moved to Jackson. On March 1, 1977, the Mississippi diocese was split into two dioceses: the Diocese of Jackson and the Diocese of Biloxi. After this, the Diocese of Natchez became a titular see.