Sacred Heart was founded in 1872. The origin of the parish can be traced to the arrival of Irish immigrants to the East End in the years before the parish founding. Originally the area had been settled primarily by Germans, who established the German parish of Ss. Peter and Paul. As English speaking Catholics settled in the area, they attended Ss. Peter and Paul. Since the sermons and prayers were conducted in German, the newcomers, with the concurrence of the pastor of Ss. Peter and Paul, decided in 1871 to organize a new parish. The bishop agreed to the formation of the parish and in 1872 assigned a resident pastor for the new parish. The first Mass of Sacred Heart parish was celebrated on August 4, 1872, in Ss. Peter and Paul Church.
The next day work began on a small church. The building was completed in two weeks and the first Mass was celebrated there on August 18, 1872. This building was only meant to serve as a temporary church. On June 15, 1873, the cornerstone of a new, larger church was laid. The completed church was dedicated on October 24, 1875.
By the 1920's it became obvious that a larger church would be needed. But rather than build the new church on Center Avenue, where the first two churches had been located, property was purchased on Shady Ave. Plans were made for an impressive Gothic church, based on some of the great Cathedrals of Europe. Ground was broken on March 7, 1924, beginning church construction that would not be completed for close to 30 years. On October 8, 1926, the last Mass was celebrated in the old church and two days later the first Mass was celebrated in the new church. Although the church was in use, it was far from finished. Mass was celebrated in the church's Nave at a temporary altar. On March 7, 1928, ground was broken for the church's Sanctuary, which was dedicated on January 7, 1929.
The parish continued making additions to the church building. On November 31, 1931, the facade window was installed. Six years later, the auditorium in the Crypt of the church was completed. Blessed Sacrament Chapel was dedicated on May 8, 1941. On September 26, 1954, the Lady Chapel was dedicated and on October 31, 1954, the Bell Tower Memorial was dedicated.
With the turn of the century, trends in the Diocese of Pittsburgh began to reveal a decline in Mass attendance and sacramental participation. At the same time, the number of priests available for parish ministry also began to decline.
To address these challenges, Bishop David Zubik announced on April 12, 2015 a new diocesan initiative, On Mission for The Church Alive!, a consultative strategic planning process designed to foster viable, sustainable and vibrant parishes. As part of this process, the Bishop, in consultation with the faithful, began to consider new models of parish life based on pastoral needs, financial and temporal resources and available clergy.
In 2018, following the period of consultation, parishes were grouped together and served by a single clergy team to eventually form one new parish.
During this transition period, Sacred Heart Parish remained an independent parish while sharing clergy and staff and eventually publishing a joint bulletin with the other parish. This ended on January 4, 2021 when Sacred Heart Parish merged with St. Raphael Parish, Morningside to form the new St. Jude Parish. As part of the merger Sacred Heart Church remained open as part of the new parish.