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Original building (1849-1858)
Second building (1858-1930)

In 1849 a permanent meeting house was erected on the southwest corner of Lexington Avenue and 30th Street, after which the congregation became known as Lexington Avenue Baptist Church. Designed in a Lombardian-Romanesque style, the brick structure had a plain exterior and interior. The congregation was at this location only nine years before plans were made for a larger building.

Under the leadership of the Rev. Dr. William Hague (1808-1887), pastor, the church purchased five lots on the southeast corner of East 31st and Madison Avenue. On this site was erected an impressive Romanesque-style brick edifice with a facade along Madison Avenue that included three entrances and two square towers of unequal height. The completed church accomodated nearly 1,200 persons and was dedicated in January 1861. Upon moving to this location the congregation took its present name, Madison Avenue Baptist Church. The old Lexington Avenue church building was sold to the (Protestant Episcopal) Church of the Mediator, and exists today as the First Moravian Church, who purchased it in 1869.

In April 1861, shortly after moving into the new building on Madison Avenue, hostilities that would develop into the American Civil War broke out. To complicate matters, Dr. Hague became ill and during the summer months the church was without a pastor. By October 1862, the society was heavily in debt and risked financial embarrassment. About the same time, the congregation of Oliver Street Baptist Church was desiring to sell their property and move uptown. An arrangement was entered into by a small minority of both societies by which the deed of the Madison Avenue church was transferred, without consideration, to the Oliver Street church, who agreed to pay the floating debt and assume the mortgages of the Madison Avenue church, plus a payment of about $10,000. Almost immediately dissensions arose over which society owned the property, ultimately resulting in litigation that lasted nearly 15 years. Members of the Madison Avenue society held services for some time in the Home of the Friendless on 29th Street, while many members of the Oliver Street church held their services in an edifice on 53rd Street, using the name of Madison Avenue Baptist Church. In March 1878, the Court of Appeals in Albany ruled that the property belonged to the originators of the Madison Avenue congregation.

During the year preceding the final decision of the court, the church was closed for repairs. As reported in The New York Times (Dec. 11, 1877):

"The Trustees have expended about $12,000 in redecorating and refitting the church, under the supervision of Mr. A. A. Anderson. The apex of the chancel arch is painted a torquois [sic] blue, with gilt stars, and the grand arch, over the body of the church, is an azure blue. All the frescoing is on solid wood, or plaster of Paris, and the gilding of the finest gold leaf. The organ has been repainted and redecorated, and put in thorough order, under the supervision of Mr. Henry Erbin [sic], its original builder. It is the intention of the Trustees to open the church for public worship as soon as they have secured the services of a pastor."

In 1903, the ordination of the Rev. Dr. Harry Emerson Fosdick – the most prominent liberal Baptist minister of the early 20th Century and author of the hymn "God of Grace and God of Glory" – was held at Madision Avenue Baptist. Fosdick would later serve as minister of First Presbyterian, Park Avenue Baptist, and then Riverside Church, all in New York City.

During the late 1920s, several "Skyscraper Churches" were built in Manhattan (e.g., Fifth Church of Christ, Scientist, Second Presbyterian, Calvary Baptist, and First Reformed Episcopal) in which a church facility is incorporated into an apartment or hotel building. Such arrangements usually capitalized on the church's prime location, while producing a steady source of income. Madison Avenue Baptist Church entered into an agreement with developer Morris H. Rothschild, who would build a 17-story residential hotel that included a separate space for the church. According to The New York Times (Mar. 12, 1930), the property was to be leased for 84 years and the church was to receive $30,000 annually from the deal. As designed by Jardine, Hill & Murdock of New York City, the church would occupy the first floor stories of the $2,000,000 building. The auditorium would be equipped with furnishings and new pews costing $100,000, including $20,000 for a new pipe organ. Demolition on the old church was to start on May 1, 1930, and the new building would be completed by October 1, 1931. The new Madison Avenue Baptist Church, built into the lower floors of the Roger Williams apartment hotel, was formally opened on Sunday morning, October 11, 1931.