Designed by architects Gustave E. Steinback and Zachary Taylor Davis (known as the "Frank Lloyd Wright of Baseball" for designing Wrigley Field and Comiskey Park), Saint James Chapel was dedicated on November 22, 1918 with a concert to celebrate the Feast of Saint Cecelia, patroness of musicians. For many years, Saint James Chapel served as a place of education and worship for the students of Archbishop Quigley Preparatory Seminary.

Composed of more than 700,000 pieces of antique English glass, Saint James Chapel's iconic stained glass windows were painted by Robert Giles and his wife and completed in 1925. Antique English stained glass was used throughout, except where flesh tones are represented (these unique hues were hand painted in mineral oxide tints). Each window is constructed from 20,000 to 45,000 pieces of glass.

Over the years, age, pollution and temperature extremes had taken their toll on the windows, leaving them in a severe state of disrepair. By 1994, the chapel was on the brink of closure.

In response, a group of Chicagoans from many faiths and backgrounds formed the Friends of the Windows Conservancy to save the chapel's windows and to make them available for viewing by the public. The group recruited technical assistance from the French Ministry of Culture's stained glass expert Jean-Marie Bettembourg, who led a complete restoration of the windows. The structure was placed on the National Registry of Historic Places in 1996.