Construction works on the church of San Fedele began in 1569, based on the design by architect Pellegrino Tibaldi (1527-1596) and commissioned by the Jesuits and the archbishop of Milan Carlo Borromeo, one of the most prominent reformers of the Catholic Church in the 16th century. Tibaldi had designed a one-nave building of monumental proportions, according to the liturgical requirements of the Counter-Reformation. The church was consecrated in 1579, although the building works carried on for another century, under the supervision in turn of Martino Bassi (1586), Francesco Maria Richini (1629) and Antonio Biffi (1684). In the 19th century the facade and the main altar were completed under Pietro Pestagalli.
During the dissolution of the Society of Jesus (1773-1814), the church was entrusted to the care of the canons of the nearby Santa Maria della Scala, that had been demolished to allow for the construction of Teatro alla Scala. After the Second World War the church of San Fedele was returned to the Jesuits, who started to host a series of social, cultural and artistic events and initiatives that carry on today under the umbrella of Fondazione Culturale San Fedele.