The parish church of St. Mary Magdalene stands in the park, south-east of the Castle, and consists of chancel, with chapel on its north side; nave of three bays; north and south aisles; north and south porches, and west tower. The chapel forms the east end of the north aisle and covers the chancel for nearly half its length.
The building throughout is of limestone rubble with ironstone dressings and all the walls are plastered internally. The roofs are of low pitch and leaded. There are straight parapets to the chancel, aisles and porches. Between 1836 and 1849 alterations, chiefly in the chancel, were carried out by the 2nd Marquess of Northampton. In 1870, during the incumbency of Lord Alwyne Compton, the building was extensively restored under the direction of George Edmund Street. The tower was repaired in 1935.
The beautiful monumental brass of Walter Ermyn, rector (1401), had originally a shield at each corner of the slab and was surrounded by a marginal inscription, but the figure of the priest alone now remains. He is represented vested in a cope, upon the borders of which are engraved small figures of St. Peter, St. Paul, St. Andrew, St. Nicholas and St. Lawrence on one side, and on the other St. Anne, St. Katharine, St. Margaret, St. Mary Magdalene and St. Elena.
On the east jamb of the chancel doorway is a scratch dial.
There are several monuments to members of the Compton family. Of these the most notable is a marble group in bas-relief by Pietro Tenerani, in memory of Margaret wife of the 2nd Marquess of Northampton, who died in 1830. The large marble figure of the Angel of the Resurrection, by the same sculptor, is in memory of Spencer, 2nd Marquess of Northampton (d. 1851.). There are also memorials to Charles, 1st Marquess of Northampton (d. 1828), and his wife (d. 1843); to Lord Alwyne Compton (d. 1906) who was rector of Castle Ashby 1852–78; John Segrave, rector (d. 1836); and to six men of the parish, including Lord Spencer Compton, killed in the war of 1914–18.
There is a ring of five bells, the first and second dated 1610, the third inscribed 'Sancta Agatha ora pro nobis', and the fourth and tenor by R. Taylor & Son, Oxford, 1826.