Trinity Theatre has been a site of community sice 1892 when the first church opened, an iron structure called the Albert Road Wesleyan Church. In 1901 Mr R J Winnicott designed a permanent building inspired by St Mark's in Venice. The interior of the classical style church has remained unchanged since it was built and is believed to be the only remaining example of this style from the Victorian era. The church was renamed Trinity Methodist Church in 1932.
In May 2013 The Phoenix Players moved into Trinity Methodist Church from St Peter's Theatre and started work on Trinity Theatre - a new performance space for amateur theatre in Portsmouth.
In April 2018 Trinity Methodist Church joined the new Portsmouth Methodist Church, becoming one of three mission centres in the city.
The building's foundation plaque is sited on the west wall and records the laying of the Foundation Stones on April 11th 1900 by the Mayor, H.R. Pink Esq. On the plaque are nine names of people who paid £20 each for the priviledge.