The Union (Baptists and Independents) chapel was built in 1846 and a Sunday School building was added at the rear in 1889, but Baptists at Caddington go back much further. Episcopal visitations made by the Bishop of Lincoln to Bedfordshire in the early 18th century always asked how many nonconformists there were in a parish. Returns in that time note the following numbers: 1706 “many Anabaptists”; 1709 fourteen or fifteen families of Anabaptists; 1712 nine families of Anabaptists; 1717 “Numbers, I know not”; 1720 “I am strange to their Teachers and to the numbers of their Congregation”. The first mention of a meeting house is in 1712.
In the papers of the Archdeaconry of Bedford [ABN1/1, ABN1/2 and ABN2] are two registrations of meeting places for Baptists. The first is by Ebenezer Daniel, William Rudd, Thomas Mead, William Bolton and James Smith in 1813 and is for the house of George Evans, the second by Ebenezer Daniel, David Barber, Francis Harrison and Samuel Davison in 1824 for the house of James Bingham. Ebenezer Daniel was the Baptist minister at Luton from 1812 to 1830. In 1837 Castle Street chapel in Luton opened for a congregation of 47 Baptists and Caddington, along with other outlying villages was administered from here.
On Sunday 30th March 1851 a census of all churches, chapels and preaching-houses of every denomination was undertaken in England and Wales. The local results were published by Bedfordshire Historical Records Society in 1975 as Volume 54, edited by D. W. Bushby. The return for the Luton Union Branch Mixed Communion in Caddington was made by George Strange, the superintendent of Wellington Street, Luton. The chapel had 120 seats and the general morning congregation was 90.
In his pamphlet H. C. Bunyan [pamphlet classification 170] notes that at some time before 1874 the chapel at Caddington was almost completely rebuilt. He notes that Davis' History of Luton recorded the original chapel as having cost £150, whereas the rebuilding cost was £230. In 1887 land at the back of the chapel was donated by a Mr. Simmons and two years later a Sunday School built on it was opened. On 12th November 1897 the union chapel was registered by William Mayles of Ivy House, Union Street, Luton, one of the trustees. It was registered for marriages nine days later.
In his pamphlet H. C. Bunyan notes that he became assistant superintendent of the chapel in 1928 and superintendent in 1932, at this time Sunday School attendances were 60 to 70 in the morning and 30 to 40 in the afternoon. In 1943 renovation work was undertaken including under pinning of the chapel and erecting a pillar in the chapel to help bear the weight of the upper school room.
In 1986 Caddington became independent of the mother church in Luton and at the same time the church was given a modern extension. At the time of writing  the church remains open for public worship.