This church is in Temple: http://www.pepysdiary.com/encyclopedia/131/
It can be seen on this 18th century map: http://www.motco.com/Map/81002/SeriesSearchPlat...
The church's official site is here: http://www.templechurch.com/
The Temple Church was the church of the Knights Templars, and consists of two parts, the Round Church and the Choir. The Round Church (transition Norman work) was built in the year 1185, as an inscription in Saxon characters, formerly on the stonework over the little next the cloister, recorded and dedicated by Heraclius, Patriarch of Jerusalem; the Choir (pure Early English) was finished in 1240.
---London, Past and Present. H.B. Wheatley, 1891.
Chart showing the number of references in each month of the diary’s entries.