According to the contract of 1254 between Saare Lääne bishop Heinrich and the High Master of the Order Eberhard von Seyne the diocesan area of Hiiumaa was divided into two parts and Käina became the center of one of them. In the middle of the 13th century a new house of God was built in the newly established parish. The building´s incinerated ruins were discovered in 1981 while clearing the nave of the church.
A stone church was erected here in 1492-1515 during the reign of Saare-Lääne bishop Johannes III Orges. It is one of the youngest and quaintest medieval sacral buildings in the Western Archipelago, a simple gothic church with a single-aisle nave. Between the years 1859-1860 Käina church was thoroughly rebuilt. The southern wall of the nave was torn down and the nave was extended with a large new added structure in the southern side of the church. At first the church´s saint was Saint Nicholas, later however Saint Martin.
On October 14, 1941 the church was hit by an incendiary bomb which, dropping in through the ceiling of the choir burned the building to the ground.
The Church of St Donatus name refers to Donatus of Zadar, who began construction on this church in the 9th century and ended it on the northeastern part of the Roman forum. It is the largest Pre-Romanesque building in Croatia.
The beginning of the building of the church was placed to the second half of the 8th century, and it is supposed to have been completed in the 9th century. The Zadar bishop and diplomat Donat (8th and 9th centuries) is credited with the building of the church. He led the representations of the Dalmatian cities to Constantinople and Charles the Great, which is why this church bears slight resemblance to Charlemagne's court chapels, especially the one in Aachen, and also to the Basilica of San Vitale in Ravenna. It belongs to the Pre-Romanesque architectural period.
The circular church, formerly domed, is 27 m high and is characterised by simplicity and technical primitivism.