The foundation stone of the church was laid on July 2, 1656. The builder was Count Franz Nādasdy, the owner of the manor of Lockenhaus. The master builder was a young Italian, Pietro Orsolini. The nave is 18 meters high, the tower 57.5 meters. The architectural style is Baroque, the church entrance is still in Renaissance style.
The church was consecrated only on September 15, 1669.
The altarpiece above the high altar was created by the Güns painter Kēry and shows the two patron saints of the church: St. Bishop Nicholas of Myra and St. Monk Nicholas of Tolentino. The high altar is crowned by the image of grace from Lockenhaus: "The Mother of Good Counsel". On the south wall of the presbytery hang two oil paintings from the middle of the 17th century. The two saints bear the features of Franz Nādasy and his wife Anna Julian Esterhāzy. The jewel of the church is the Baroque Marian altar. It shows Our Lady as the "Magna Mater Hungarie" in the Hungarian coronation regalia as the victress over the Turks.
The so-called "Black Madonna" in the crypt of the Lockenhaus parish church is a half-figure made of lime wood and probably dates from the 17th century.
Numerous guests come to Lockenhaus every year to admire the style of the church, its history and especially the largest organ in Burgenland. In addition, numerous concerts are held both in the summer months, as well as during the Christmas season with many well-known artists, which make guests travel from far away.