All of the stained glass windows in the church were designed by the world-renowned stained glass artist, Rudolf R. Sandon. Sandon was the sixth generation of a family of Italian artists to work with stained glass. He spoke five languages and was a master interpreter of the Bible, and also held doctorates in engineering, architecture, art history, and theology. He imported glass from Germany, France, and England to produce the windows, which were assembled by artists in his St Clair Avenue studio and placed in the church one by one as money came in. The window in the baptistry was installed first and was dedicated to the artist's daughter, Barbara, who was the first child to be baptized in the new church.
The resurrection window over the main entrance was finished in April 1954. In this window, Sandon wanted to reveal the glory of Christ's resurrection and the hope that it offers to all humanity. He tried to reproduce in color the exact scenic beauty of the Holy Land and the authentic color and style of the robes worn by Roman soldiers. He gave careful attention to the symbolism of the window, which also indicates in its design the Holy Trinity. God is depicted as a God of love, with the soldiers sitting in awe of the risen savior rather than frightened at his emergence from the tomb.
By the time the church was dedicated in May 1956, the windows depicting the seven sacraments in the side chapels had been installed. The first of the sanctuary windows were completed in 1957- one dedicated to Our Lady of Fatima, and the other depicting the Assumption. The rest of the sanctuary windows show episodes from the history of the cross, including its finding by St Helen in the 4th century, its exaltation in the 7th century, and its return to Jerusalem by Emperor Heraclius upon recovering it from the Persians. The windows were placed in the sanctuary so as to tell the story in chronological order. At the time of their installation, Our Lady of the Lake was thought to be the only parish of that name in the United States whose windows actually told the story of the cross. The last of the windows was competed in 1959.