A meeting was registered in Great Gonerby in 1774 and a year later a society was formed in the town in the house of Robert Derry (c.1730-1801), a native of Wymondham, Leics., a shoemaker in Swinegate. Derry was for many years a leading figure in the early society and John Wesley's host. From 1781 to 1787 the society met in his new home in the main street. Wesley passed through the town four times. In 1781 he preached in the open air and in the parish churches at Rauceby and Welby, where the incumbents John Pugh and William Dodwell were Methodist sympathizers. (Both were present at the Conference, held that year in Leeds.)Union. The Grantham Circuit was formed from Newark in 1803.
A PM mission was established in 1817 by John Wedgwood, who was imprisoned for preaching (the first PM to be so treated). Progress was slow until revival in the 1830s, which led to the building of chapels in Commercial Road (1837) and later Broad Street (1886). In 1850-51 a majority of the Finkin Street WM congregation left to form a WR society, meeting in a theatre, then in the Westgate Corn Exchange, and finally in a former Congregationalist chapel in 1869. All three Grantham circuits extended into Leicestershire. Alfred Roberts, grocer, mayor and WM local preacher, was the father of Baroness Thatcher, who grew up in the town.
John Wesley's Journal:
July 1781: 'I preached at Grantham in the open air (for no house would contain the congregation) and none made the least disturbance…'