The Immaculate Conception Church was built in 1864 as a gift from Lucien and Luz Maxwell in memory of their deceased children, Verenisa and Julian. Dedicated by the first Bishop of Santa Fe, Jean Baptiste Lamy, the church was a mission attached to the parish of La Junta (Watrous). By 1873, the church was made a parish with Elizabethtown and Fort Union as missions placed under its care. When Father Antonio Fourchegu, who first lived in the Abreu home at Rayado and moved to Cimarron when the town outgrew Rayado, was transferred away in 1875, the church again became a mission, this time under the parish of St. Joseph's Church in Springer. In 1879 the church once more became a parish responsible for missions from the south at Ocate to the Colorado line. At this time a new building was built and Archbishop Lamy was given a deed for the property by The Maxwell Land Grant & Railway Company for one dollar.

Four years later Cimarron is listed as a mission of the Springer parish. The church was enlarged in 1909 and the new bell and belltower were dedicated the following year. Cimarron finally became a parish again in 1954 and has remained so ever since, serving both the churches in Eagle Nest and Black Lake as well as the Chapel of the Sacred Heart in Rayado. The Rayado Chapel was built around 1902 by Jesus Abreu's wife, Petra Beaubien, and dedicated two years later.*