There was a medieval church in the village, with some 12th-century work within. A photograph of this old church can be seen in the present church which was built on a new site some 500 yards to the east of the old one.

St. Lucia is quite an unusual dedication. This virgin and martyr died in 304AD and her cult was both early and widespread. She was tortured in various ways and her eyes were torn out but then miraculously restored; she is often depicted holding her eyes on a little plate. Dembleby is one of only two churches in England dedicated to St. Lucia, the other at UPTON MAGNA, near Shrewsbury.

The new church of 1868 was built by the local architect Charles Kirk of Sleaford. Dembleby had a small stone quarry and some of the stone came from there. The 12th-century origins of the first church were recognised by Kirk in his neo-Norman design. The stone was cut in a rock faced ashlar, a popular finish in the mid-Victorian period.

The result is a most attractive small village church, just a nave and chancel with a rounded end, called an apse. At the west end of the nave is a gabled bellcote housing two bells which are still pulled for services. The windows are narrow and round headed, more elaborate on the chancel where they have narrow angle shafts and cushion capitals. The whole church is nicely detailed with flat butresses, a chamfered plinth, and looped and scrolled corbels at the eaves.

The Norman flavour is carried through to the porch doorways. The outer one, having chevron or zig zag ornamentation. Inside the chancel has a plain chamfered round headed arch that actually came from the old church.

The interior is all exposed ashlar stone, and the stone pulpit is also in a Norman style with arcaded sides and chevron top. In the sanctuary the floor is covered with fine Victorian Minton tiles, and the chancel window has stained glass by Clayton and Bell.

Used as the font is a rare late 12th-century pillar, piscina (a small basin used for washing communion vessels). The stem is decorated with chevrons and the bowl housed with a cushion capital with chip carved stars to the top.