St Mary's Roman Catholic church was inaugurated in the capital, Doha.
Tens of thousands of Christians, most of them Catholic, live in the emirate, which has a mainly Sunni Muslim population.
Previously, Christians were not permitted to worship openly. Saudi Arabia is now the only country in the region to prohibit church building.
The church is expected to cater for the country's large community of foreign workers, mainly from the Philippines and other Asian countries.
The building is estimated to have cost $15m and seats 2,700 people.
Tomasito Veneracion, the priest of the new parish, expressed gratitude to the Qatari authorities for allowing the project to go ahead.
"The opening of the church is an important event for the entire community," he said.
There are plans for further churches in Qatar, which correspondents describe as part of a strategy of opening up to the West.
Saudi Arabia remains an outlier as usual. Recently, the top Wahhabi cleric there issued a death fatwa against two writers, for their "heresy" of arguing that believers in other religions might not be hell-bound. And let's not even bother mentioning the state of the Shi'a community there. However, in the rest of the middle east, the trend is indeed towards increasing religious freedom. There's a long way to go, but the trend is there, and opposite to the trend in Europe (Spain being just one example...).