The parish church of St Helena dates mainly to the 14th century. The most famous name associated with Willoughby is Captain John Smith, a leader of the Virginia Colony in the "New World" who famously claimed to have been saved from death by Pocahontas. Smith was christened in this church in 1580 and two windows now commemorate his links with the village.
Services are held here twice a month (Morning Prayer on the 2nd Sunday and the Eucharist on the 4th Sunday), and the church is available for weddings, christenings, and funerals. Concerts are sometimes held here, and the church is also used on an occasional basis by the students of St Helena's Church of England School, nearby.