The present building, the third on the site, was built between 1858 and 1870, and is richly decorated with windows by Burne-Jones, Rossetti, and William Morris. The large fresco of the Parable of the Wise and Foolish Virgins by Frederic Leighton is a unique feature of the church.

In the nave is the West Window, an Angel Window by Charles Kempe. The carved heads in the nave are of the Reformers, and other carvings high up show the signs of the Four Evangelists.

In the Sanctuary is the East Window, by Burne-Jones, representing the New Jerusalem. The Fresco, the wall painting behind the Altar, was painted in 1862 by the Victorian artist Frederick, Lord Leighton. The Bishop did not think the story it shows was suitable, but it won favour with the locals. Leighton only charged 27 pounds, the cost of the materials, as he wanted to try a new method of spirit based painting which could stand the English weather. Another of Leighton's frescoes is in St. Paul's Cathedral.

The story is the Parable of the Wise and Foolish Virgins, waiting for the bridegroom to arrive at the wedding. Some of the women were prepared for a long wait, others were not - they were kept out of the wedding. The grrom is really an Easter Christ, but there are hints of Mary Magdalene, Light and Darkness and of other stories too.

In the South Transept is a painting of the Madonna and Child by Mrs. Glover, a friend of the Pre-Raphaelite school of Painters who also designed the south and east windows. It is thought that the artist chose Ellen Terry, a famous actress of the 1800s, as a model for the angel on the right. The painting once hung in St. Peter's Church, Cambridge, but was given to this church in 1973. The South Transept window was designed in 1863 by Burne-Jones, depicting St Peter in "Answers to a Prayer". It also features Joshua winning a battle, Elijah receiving fire from Heaven and the death of St Stephen.

The West doorway - the main entrance for Royalty staying at the Queen's House - was given to the church by le Chevalier de Chatelain, a French knight who translated many of Shakespeare's works into French. He gave the door in memory of his wife Clara, who is also buried here in a grave to the west of the church.