During the last quarter of the nineteenth century, many Danish and Norwegian Christians immigrated to the United States, including New Haven, Connecticut. Many of these believers had been part of the lay revival movements in their homelands. In 1882 Lars Haubro started preaching in a rented hall at 201 Orange Street in New Haven. Soon after, in 1887, the "Danish Evangelical Free Church" was formed with thirty-two charter members. In 1900 the name was changed to "The Danish-Norwegian Evangelical Free Church."
The first church building was located in New Haven on Cedar Street (1903-1923), then Elm and Platt Streets (1923-1972), and finally, at its present location on Center Road in nearby Woodbridge.
During the early years of the church, all services were conducted in the Danish-Norwegian language. This continued until 1910 when the Young People's Services and the Sunday School were conducted in English. In 1934 the name was changed to "The Evangelical Free Church of New Haven, Connecticut," and English was used for all services.
Trinity Church is a member of the EFCA, The Evangelical Free Church of America. Trinity is also listed with the Evangelical Free Church New England District Association.