Calvary's original congregation Torrisdahl Norwegian Lutheran Free Congregation, formed in 1899 in Knife Lake Township. 

Services were held in a schoolhouse until 1918, when the congregation moved into a church four miles north of Mora.

In 1933, the congregation incorporated as Knife Lake Lutheran Church and then moved to its present site, as Calvary Lutheran Church in 1940.  The sanctuary was dedicated in 1945: the Sunday School Annex was finished in 1959.  The present sanctuary, fellowship hall, and kitchen were dedicated in 1988.