The key figures connected with St Anne's are commemorated in the "Three Mothers" windows behind the High Altar. The Mothers are St Anne with Mary, Mary with Jesus, and Elizabeth with John the Baptist. They are in memory, respectively, of Canon Hally, Mrs Lefevre and Mr & Mrs Morrison and finally Miss Baker - all of whom were key figures connected with the building of St Anne's and the foundation of the Parish of Brockenhurst.

St Anne's was officially opened on 12th July 1939. Prior to this date Brockenhurst was included in the Parish of Lyndhurst, Parish Priest Canon Hally (1912 - 1938), which at that time also covered Ashurst, Totton, Beaulieu and Boldre.

Canon Hally moved to Brockenhurst in 1938 and was to have been the first Parish Priest in the new parish. Unfortunately his health deteriorated holding up the opening of the church and he died at "Marylands", Wilverly Road on the 8th July 1939. It was decided by the Bishop of Portsmouth to make Canon Hally's Requiem the official opening of the Church of St Anne's. Canon Hally was laid to rest in front of the High Altar and a Brass Plaque marks the site of his tomb.

The Foundation Stone was laid on the 11th November 1937 by Bishop Cotter. The architects were Stewart and Sutcliffe Bournemouth whose local assistant was Mr Wilkinson of North Weirs. The church site was originally owned by Mr Wilkinson's father who sold it to Miss Baker for £500. Miss Baker also paid £3,500 towards the cost of the church using a legacy from her aunty Mrs Lefevre to fulfill her known wish to build a church in Brockenhurst. Canon Hally paid for the adjoining Presbytery which cost £2000.
The current Parish Priest is Father Jamie McGrath who also serves the other two Catholic parishes in the surrounding district of Lymington (Our Lady of Mercy and St. Joseph) and Lyndhurst (Our Lady of the Assumption and St. Edward The Confessor).