A place of worship has existed on the site of the present church since 1787 when a Chapel of Ease was built by Lord Portman. It was named the Quebec Chapel after the street in which it stood.
The original chapel was reputedly converted from the riding school of the Portman Barracks which was nearby. This appears to be untrue, however. There were stables opposite where the chapel was built but it is not apparent whether or not it was connected to the barracks.
In the 1850s, the interior of the chapel was redecorated in an elaborate Byzantine style by Arthur Blomfield (1829-1899).
In 1894, the Revd Edward Bickersteth Ottley raised a public subscription and the chapel was purchased from the Portman Estate. The congregation wanted to build a new church and take over the whole city block between Seymour Street and Bryanston Street, and between Great Cumberland Place and Quebec Street.
The inspiration behind the new building was the Revd Bernard Day Douglas Shaw. Walter Tapper (1861-1935) was chosen as the architect. Tapper was an authority on church architecture, a Royal Academician, a Fellow of the Society of Antiquaries and President of the Royal Institute of British Architects.
The Annunciation is in the style known as Edwardian Gothic. Pevsner notes that to enter the Annunciation is to have stumbled upon “a fragment of a major medieval church”.
The church has many fine furnishings. The high altar reredos was designed by Tapper and executed by J.C. Bewsey (1880-1940). Bewsey also designed the stained glass. The organ case is by Tapper and may be based on J. L. Pearson’s organ cases in Westminster Abbey. The organ was built by Frederick Rothwell (1853-1944).
There was tension on the day of the dedication of the church by the Bishop of London on 24 June 1914. Not only was war imminent but there was concern that the service might be disrupted by Suffragettes.