All Saints Church (at some time also known as the church of St. Margaret's) has provided a focus for worship in the village for at least the last 900 years and, almost certainly, for several hundred years longer than that. It stands facing out over the Kym Valley with what is reputed to be one of the best views in Cambridgeshire.
The church plays an integral part in the village calendar and is packed for the harvest celebration and the candle-lit carol service. All Saints, Covington, is part of the Kym Valley Group of Churches and well-attended services are held on the first and third Sundays of each month.