Sherborne had been the seat of an ancient bishopric, the predecessor of Salisbury, and has an imposing Abbey church. There was also a well-established Independent chapel there. Although John Wesley travelled through the area on a number of occasions, there is no record of his preaching in Sherborne. His brother Charles recorded an accident in his Journal in 1746, when his horse stumbled going down a steep hill on a wet and windy day. But he too makes no reference to preaching in the town.
Houses were licensed for Methodist worship in Long Street (in 1795) and in The Bridewell (in 1796). But the infant society broke up after its leading member failed in business. The first itinerant known to have visted the town was Samuel Leigh while he was stationed n the Shaftesbury Circuit in 1812-1814, prior to his embarking for Australia. He preached on Green Hill and made several local contacts; but regular services did not begin until the arrival of William Read, a local preacher from Wincanton, in 1817. (About this time the evangelical Daniel Evans was appointed curate in the parish.) With the help of a well-to-do supporter, Thomas Lydiatt, a meeting room was fitted up for worship near the Black Horse in Newland, replaced in 1818 by a workshop at the west end of Newland. The same year Sherborne Circuit was formed (from Shaftesbury), though with only 125 members, 24 of them in Sherborne; and in 1823 a second minister was stationed in the circuit, enabling work to begin in Yeovil. (Yeovil soon outgrew its parent circuit and had its purpose-built chapel by 1824, 18 years before Sherborne. Despite this, a separate Yeovil Circuit was not formed until 1862., when the Sherborne Circuit membership had risen to 806 under the influence of a lay agent, John Frampton, formerly a ship's carpenter at Bridport, )
In 1824 the workshop was replaced by a large outhouse in Cheap Street, converted to hold 200 worshippers, replaced in its turn by the church on the present site, opened by Dr. Robert Newton in 1842. Buildings on the Cheap Street frontage were removed in 1851 and in 1862 galleries were added to the chapel to accommodate growing congregations. The leading light at this time was William Dingley, who had come to the town from Launceston in 1821 and opened a successful drapery shop. Further extensions and renovations were made to the chapel as a memorial to him after his death in 1883. Edward Maton Kingdon, another leading figure in Sherborne Methodism at this time, was largely responsible for these improvements.
In 1820 a Sunday School was started (at first in a little-used Quaker meeting-house) and flourished for many years, with a new Sunday School building fronting onto Abbey Road added in 1871. A Young Men's Institute was provided in 1887 and a Young Women's Institute in 1896. In 1906 the old schoolroom on the south side of the church was replaced. During World War II bombs fell in both Abbey Road and Cheap Street, but the Methodist premises escaped damage.
The Sherborne and Yeovil Circuits were reunited as a single circuit in 1992.