Sophy and her Reverend husband’s first visit to the area were on 16 October 1855 to the Cango Caves.
In January of 1860 the first corner stone of the church was laid by William Walter, but in August 1860 on another visit to Oudtshoorn it was agreed that the plans of Sophy Gray will be adopted with a few alterations by the architect George Wallis. Four of Gray’s stonemasons were appointed, and had to be paid every fortnight, to build the church - which was often hard pressed for money. One of the warders, Mr Cahill, sold his gold watch to pay the stonemasons. The church was completed in 1863.
The St Jude's Anglican Church is the oldest existing church building, built of stone in Oudtshoorn and several additions were made over the years.
Other churches that were designed by Sophy Gray are the: St James' Church, Graaff-Reinet 1848, All Saints Church, Somerset East 1854, St Paul's Church, North End, Port Elizabeth 1854