All Saints' is an imposing late-15thc. church with a four-bay aisled nave, a square-ended chancel with chapels to N and S, and a four-storey W tower with polygonal corner buttresses terminating in tall pinnacles. The pinnacles are known to date from 1638, and the entire tower might have been rebuilt by Sir Thomas Cotton at this time. It was strengthened with iron girders in 1862. Construction of the tower is of Ketton ashlar, but the rest of the church is built of stone rubble and cobble with Ketton and Barnack dressings. The only feature recorded here is the font, almost certainly 13thc. rather than 12thc., but related to Romanesque examples.

Conington was held by Countess Judith in 1086. Six of the nine hides had formerly belonged to Thorney Abbey and there was some question about whether they still did in law. A church and priest were recorded at that time. Judith's daughter, Maud, inherited her lands, and in about 1109 they passed to her second husband David, son of Malcolm III, King of Scotland. Conington remained in Scottish royal hands until 1237, subsequently passing through the female line to the Wesenhams and, in 1477, the Cottons.

Redundant since 1976, now owned by the Churches Conservation Trust.

A similar font is found at All Saints, St Ives.