Bishop Bosco MacDonald has taken over from Declan Lang, the Bishop of Clifton.
After 23 years in the role he is retiring for health reasons.
More than 1,000 people gathered at Clifton Cathedral, including a representative of the Pope.
Bishop MacDonald said it is a "huge honour" and "responsibility".
The Clifton Catholic Diocese comprises of four counties: Somerset, Gloucestershire, Wiltshire and Bristol.
"I've lived here all of my life - the West Country is something very close to my heart," he said.
"I'm very glad to be here and honoured to be chosen as a bishop of this area.
"It is a huge responsibility."
"It's somewhat of a surprise and a huge honour and something that is very humbling as well to think that the holy father thought of me and chose me as the tenth bishop of Clifton," he added.