The Church of All Saints, Kirby Underdale, stands on a steep hillside overlooking the western edge of the Yorkshire Wolds and is a notable landmark for walkers in the area. The building has 12th-century origins, with the nave and lower stages of the tower surviving from this period. The arcades and aisles were added in the early 13th century, and the simple font bowl dates to the 14th century. A south doorway of c.1200 retains capitals decorated with a nailhead motif, and nearby is the carved gravestone of Roger Wilberfoss of Garrowby (d.1532).
An unusual feature is a Roman stone carving set into the south-west buttress of the north aisle. Found in the rectory garden in 1916, the 2nd- or 3rd-century figure is generally identified as Mercury and is shown holding a purse and wand, with horns that may reference his winged cap. Its presence suggests Roman activity in the area and is thought to reflect an association with good fortune.
Inside the church is a memorial window to the 2nd Viscount and Viscountess Halifax, commemorating his role in the ecumenical Malines Conferences of 1921–1925.