As South Australia’s population grew so too did its concentration of Anglicans. With the influx too great for the North Terrace’s Holy Trinity Church, a string of new places of worship were built in Whitmore Square, Halifax Street and Pulteney Street. Henry was a patron of the new Pulteney Street church’s construction, and upon its opening in 1860 St. Paul’s became the Ayers family's regular church along with other notable congregation members like Sir John Bray and Dr Moritz Richard Schomburgk.
The most enduring connection between this church and the Ayers family, however, is a tragic one. Infant mortality was much higher in the Victorian era than today, and with outbreaks of diseases like diphtheria it wasn’t uncommon even for families of the Ayers’ wealth and standing to lose one or more children. Henry and Ayers lost two of their children Sidney and Arthur, but their son Harry and his wife Ada were hit even harder, losing six children over many years, a tragedy which undoubtedly shook the extended family. In memorial of her lost children and now deceased husband who succumbed to cirrhosis years earlier, Ada Ayers commissioned a set of two immaculate stained glass windows from New York's iconic Tiffany & Co. - the only set of its kind in Australia.
Installed in 1910, by the 1980s the value of the windows became something of a sensation as the rest of the church fell into disrepair as its congregation dwindled. In 1981 it was officially decommissioned, and the windows were eventually passed on to the Art Gallery of South Australia in 2001 where they currently reside.