The village derives its name from St Euddogwy (Oudoceus), the third Bishop of Llandaff, who probably lived in the area in the 6th or 7th century.
The church was formerly also or alternatively dedicated to St Einion Frenin, who was credited with establishing Saint Cadfan's monastery on Bardsey Island off Llŷn.
The present church is on the site of a 7th or 8th-century foundation, but was wholly rebuilt in 1859–61 by J. P. Seddon. It has been described as one of Seddon's "most high-spirited small churches", with "polychromatic interplay inside and out" between mauve and ochre stone, and "an extraordinarily elaborate belfry".
Llandogo was a port, renowned at one time for building of the trow, a flat-bottomed river boat that until the 19th century was used for trading up and down the River Wye, also on the River Severn shore and across the Severn Estuary and the Bristol Channel to Bristol. The boat gave its name to the historic Llandoger Trow pub close to the harbour in Bristol. The bell of The William and Sarah, one of the last Chepstow barges to trade on the river, can be found in the bell tower of the church at Llandogo.