From Historical Rutland: an illustrated history of Rutland, Vermont, from the granting of the charter in 1761 to 1911 by Rev. F. E. Davison, Rutland, Vt.: P.H. Brehmer, 1911, page 33:
Holy Innocents' Parish
On account of the increase in the parish of St. Peter's, rendering it impossible to accommoodate the Sunday congregations, it was deemed best to divide the parish, and the division was consummmated January 2, 1907, with the creation of a new Church to be called Holy Innocents. Rev. Father W. N. Lonergan, who had been an assisttant to Rev. Father Gaffney in St. Peter's twenty-five years ago, was appointed pastor and has served to the present time. The first services in the new church were held in Eagle Hall, January 2, 1907, and subsequently until December, 1909, in the Rutland Opera House.
Land was purchased for the erection of the church at the corner of South Main Street and Killington Avenue and the basement was finished so that the first service was held there December 25, 1909.
The Church at present numbers some 1,400 members with a property including parsonage, Church on Killlington Avenue and the Parochial School, valued at $43,000.