You can go to St. Peter's Church, it is located at Chongqing Road, it seems the only Catholic Church in Shanghai that has English Mass. You can take Subway Line 6 from Yunshan Lu Station to Shiji Dadao Station and then take Subway Line 2 to Nanjing Donglu Station and change to Subway Line 10 and get off at Xintiandi Station and walk to St. Peter's Church, the Chinese name of the church is 上海教区圣伯多禄堂, address: 上海市重庆南路270号