The earliest known building here was a late-medieval timber chapel with a rectangular nave and straight-ended chancel, later gaining a sacristy and a porch first recorded in 1621. It had no tower or bell until the king donated copper for a bell cast in 1614.
That chapel was replaced by a larger timber church built in 1796 under master builder Mur Olof Nilsson of Malung, though it was not fully completed until 1815. Over the following decades it was altered several times, gaining a new roof and tower in 1837 and an extended sacristy in 1855.
The church seen today results from a substantial rebuilding in 1915–1917 to designs by architect Fredrik Falkenberg, which reduced the building's size considerably. Part of the older nave and the 1855 sacristy were retained and converted into the chancel, while a new west tower and sacristy were added. Further renovation in 1956–57 saw the exterior repanelled and repainted white, replacing the earlier red colour scheme.
Among the furnishings, the altar cabinet dates from around 1500 and was a gift from Mora parish when Venjan became a separate parish in 1607; it contains a carved figure thought to represent Mary Magdalene alongside painted saints and a Madonna image on its doors. The soapstone font, carved in 1912 by Eugen Hammarberg to a design by architect Alfred Danielsson-Bååk, bears relief symbols of the apostles and is topped by a carved oak lid crowned with a hen and chicks.
The present pulpit, carved in unpainted pearwood by sculptor Sven Lundqvist in 1957, replaced several earlier pulpits whose fates varied—one was sold to Öje chapel, another moved to Kättbo chapel, while a third, installed in 1917, has since disappeared without trace. The triumphal crucifix, also from 1957, was carved by Herman Karlsson. The current organ, built in 1917 by Setterquist & Son with a Art Nouveau case designed by Falkenberg, was substantially rebuilt in 1957 and later restored in 1990 to its original 1917 appearance.