John Wesley paid nine visits to the town between 1761 and 1788. There were three earlier chapels before the large galleried chapel built in 1870 and replaced in 1885. An extensive circuit separated from the Grimsby Circuit in 1786.
The PM work was established in 1811. Two small chapels preceded another built in 1854. A small circuit extended across the wolds as far as Bardney.
John Wesley's Journal:
August 1761: 'The next morning we rode to Horncastle, where Satan's children had threatened terrible things; but they could go no farther that to give one feeble shout as we entered into the town. As the house would not contain the congregation, I preached on the outside of it, and there was no disturbance. Indeed, a silly, pert man spoke twice or thrice, but none regarded him.'
April 1766: 'John Hill has done more mischief here than a man of far greater talents can do good. By that unhappy division of the society he has opened the mouths of all the gainsayers; and, to complete the scandal, he and six-and-twenty more have been dipped! 'Unstable as water, thou shalt not excel.'
July 1770: 'Our brethren desiring me to preach in the market-place, I cried to an unbroken multitude, "What is a man profited, if he shall gain the whole world, and lose his own soul?" The power of God was upon them, and they all calmly attended, till I commended them to God.'
July 1774: '[The 'plain serious country-people' at Tealby were] 'very different from the wild, unbroken herd to whom I preached at Horncastle in the evening.'
July 1779: 'In the evening I took my usual stand in the market-place at Horncastle. The wild men were more quiet than usual; I suppose because they saw Mr. Brackenbury standing by me, whom they knew to be in Commission for the Peace for this part of the county.'
July 1788: 'My design was to have preached seriously; for which purpose I chose that text, "The harvest is past, the summer is ended, and we are not saved"; but I was turned, I know not how, quite the other way, and could preach scarce anything but consolation. I believe this was the very thing which the people wanted, although I knew it not.'