The church in Vágur was consecrated on 19 February 1939, though the cornerstone was already lain in 1927 by Dean Jákup Dahl.

The church council in Vágur started discussing building a new and bigger church in 1913 as the population was growing rapidly. In 1926, a proposal by the architect Sofus Johan Hofgaard was accepted, and the architect was asked to make the final drawings for the new church in Vágur. The church was completed thirteen years later. Vágs kirkja stands out by its New Gothic style. The choir is heptagonal with two small annexes to the north and the south. Four stain-glassed windows, arching up into a narrow point, are in the choir. They were made by Ernst Trier in Vallekilde in 1959 and depict the story of Jesus from the annunciation to the resurrection. The four bronze chandeliers in the church are made in simple baroque
style. They were gifted by the congregation on the occasion of the church’s consecration in 1939.

Vágs kirkja is one of the few churches with its own church choir. Several people joined forces to form the church choir Ljómur in 1939. Edith Dahl was its first director, and the choir’s first official performance was at the consecration of the church on 19 February 1939. The hymn “Nú hvítna tindar…” (“Now peaks are dusted white”) has a special connection to the choir Ljómur. Edith Dahl asked Robert Joensen from Klaksvík to translate the Danish hymn “Nu falmer skoven…” by the prominent and influential churchman N. F. S. Grundtvig. At a concert on All Saints’ Day in 1942, Ljómur sang “Nú hvítna tindar”, a masterful Faroese paraphrase on the Danish hymn. Since then, this hymn has always been part of the repertoire at the concert in Vágs kirkja on All Saints’ Day.