With the loss of the Imperial Theatre, the Anglican congregation held services at the Capreol Public School. The first service was held there on January 7, 1923, days after the devastating fire. Reverend Heard performed the services which were attended by twenty-four parishioners in the morning and thirty-nine in the evening.
During this time, plans began for the construction of an Anglican church in Capreol. The congregation purchased two adjoining lots on Dennie Street on which to build the church, and on September 18, 1923, the cornerstone dedication was held by Reverend John Tate of Thessalon (a close friend of Reverend Heard).
Construction of the church began immediately and by November of 1923, the building was complete. The opening ceremony took place on November 24th and was performed by Archbishop George Thorneloe, the Diocesan Bishop. The new church was named St. Alban the Martyr in commemoration of a Christian saint who died for his faith in England in the year 304 A.D.
During the building's construction, donations were made to provide the church with needed religious items and symbols. A baptismal font was donated on behalf of Mr. and Mrs. Wicks in memory of their daughter Aileen, while James "Scotty" Marshall, who was actively interested in the construction of the church, donated $800 in memory of his wife. The money was used to purchase the entire church sanctuary. Other donations made in 1923 included the asperges bowl and sprinkler and the altar cross (which is now located at the reredos).
As part of the opening ceremony, Scotty Marshall was given the honour of opening the doors and admitting the parishioners to the new church for their first service. Twenty-nine people were on hand to partake in the first morning service to be held at St. Alban's Church, some of whom had traveled from the Town of Milnet to attend the opening. That afternoon, a children's service was held during which two children were baptized, Elsie Patricia Ellis and Dawson Wray Einarson.
The joy of the parishioners at having their own church was not diminished by the fact that the pews had not yet arrived. Parishioners utilized chairs borrowed from various places for the opening day services.