In 1770 two local men walked to Leicester to hear John Wesley preach and returned to start a prayer meeting in the town. But the first chapel was not built until 1815. Wesley Chapel was close to the parish church and relations were not easy. Until 1899 the society was shuttled between the Hinckley and Rugby Circuits. A leading figure was William Burrows, society steward for over 50 years, who died in 1905 aged 74.
The Leicester Circuit Primitive Methodist plan listed Lutterworth as early as 1827, and another attempt to establish a society was made in 1839. A camp meeting was held near the River Swift and in 1841 a chapel was opened in Pig Lane (now Chapel Street). This closed in 1878 and the proceeds of its sale went towards a new church in Rugby.
Thomas Champness spent his short retirement in Lutterworth and was instrumental before he died in raising the funds for a new WM church and schoolrooms, opened in 1905, with generous support from his friend Joseph Rank. Later that year he was buried in the grounds of the church. The 75th anniversary was celebrated in 1980 by the opening of extensions to the premises; but by 1989 the tower of the church had become unsafe and had to be demolished.