In 1927, Pope Pius XI requested the Grand Master and the Sovereign Council to create an Association in the United States. This was done with the chartering of an Eastern Association that was headquartered in New York. Thirteen men from the East Coast were the founding members, and His Eminence, Patrick Cardinal Hayes, Archbishop of New York, the first Chaplain.  Dames were admitted in this Association for the first time in 1986.  Now known as the American Association, its membership is heavily concentrated in the Northeast.  By the end of 2009, the American Association's membership totaled over sixteen hundred.

An initial contact between a delegate from the Grand Magistry and the Most Reverend John J. Mitty, Archbishop of San Francisco, in November 1951, preceded the establishment of the Western Association.  Eight men were chosen as initial members, and were invested as Knights of Magistral Grace by Archbishop Mitty in Saint Mary’s Cathedral on June 24, 1953.  The new Western Association, headquartered in San Francisco, was given jurisdiction of the western states of Arizona, California, Idaho, Montana, Nevada, Oregon, Utah, and Washington, as well as the then-territories of Alaska and Hawaii.  The fledgling group was guided during its early years by Prince Nickolas Tchkaotova, a Knight of Honor and Devotion, as it elected its first officers, received the Very Reverend Benedict Blank, OP, as its first Chaplin ad honorem, and began its many works of charity.  Dames were first admitted to the Western Association in 1975.  By the end of 2009, its membership had grown to over seven hundred.

In late 1973, the Southern Association was incorporated as the Order's third Association in the United States. In November 1974, the Sovereign Council formally approved its establishment in Washington, DC, with nine original members and eleven transferees from the American Association.  In 1985, the official title was changed to the Federal Association, and Dames were admitted.  By the end of 2010, its membership had grown to over nine hundred.