St Mary's church is much older than the house; it was originally much larger and part of an Augustinian priory. Since the dissolution of the monasteries, it has always been part of the house and this is probably what attracted the Puritan Copes and then Drydens to it.
The front of the church:
Back view of the church:
One story I liked about the church states that in 1644 a group of Parliamentarians from the house at Canons Ashby were chased into the church by Royalist troops from Banbury. Lady Dryden left mutton pies on a wall for the besieged men, but these were stolen and eaten by the Cavaliers.