Although John Wesley visited the town (describing it as "a clean well-built town") several times between 1753 and 1790, he preached there only in 1788 and 1790. The society was founded by Robert Dall, who walked the 60 miles from Ayr in 1787. He built a preaching house in Queen Street in 1788, which the society left in 1868 after buying St Mary's Episcopal Church in Buccleuch Street. A Dumfries Circuit was formed in 1790, but debts caused it to be put under the control of the Carlisle District Chairman in 1885 and made part of the Carlisle circuit in 1899. It revived between 1905 and the Depression years and the chapel was completely refurbished in 1966; but, being found in a dangerous condition, it closed in 1981.
Diary of Robert Dall:
'Dumfries was much pressed on my mind and I went to it 60 miles on foot from Ayr. I got a room to lodge in, went through the town and invited many to the preaching on the banks of the Nith, a beautiful spot and preached all week morning and night. Many attended seriously and on Sabbath there at night a very great congregation there on the green, themselves made a collection sufficient for my expense and hearing me to speak of Mr. Wesley some who had heard him wrote to get my stay there. Conference accordingly ordered me and I brought my family from Glasgow, preached 6 months without doors but winter was very cold so I rented a large barn, got it seated and made a pulpit, but it had no proper window and needed candles even at midday. In spring I got a piece of ground in a New Street centre of the town, it was well filled with a good sensible people though the society small. I paid great attention to the building chapel comfortable...'
John Wesley's Journal:
May 1788: 'Dumfries is beautifully situated; but as to wood and water, and gently rising hills, &C., is, I think, the neatest, as well as the most civilized town that I have seen in the kingdom. Robert Dall soon found me out. He has behaved exceeding well, and done much good here; but he is a bold man. He has begun building a preaching-house, larger than any in Scotland, except those in Glasgow and Edinburgh! In the evening I preached abroad in a convenient street on one side of the town. Rich and poor attended from every quarter, of whatever denomination; and everyone seemed to hear for life. Surely the Scots are the best heares in Europe!
[Next day] 'At five I was importuned to preach in the preaching-house; but such a one I never saw before. It had no windows at all, so that although the sun shone bright, we could see nothing without candles. But I believe our Lord shone on many hearts while I was applying those words, "I will, be thou clean."
'The congregation in the evening was nearly double to that we had the last, and, if it was possible, more attentive. Indeed, one or two gentlemen, so called, laughed at first; but they quickly disappeared and all were still while I explained the worship of God in spirit and in truth. Two of the clergy followed me to my lodging, and gave me a pressing invitation to their houses. Several others intended, it seems, to do the same; but having a long journey before me, I left Dumfries earlier in the morning than they expected.'
May 1790: 'Taking fresh horses, we reached Dumfries between six and seven, and found the congregatioin waiting. So, after a few minutes, I preached on Mark iii.35: "Whosoever shall do the will of God, the same is My brother, and sister, and mother."
[Next day] 'Mr. Mather had a good congregation at five. In the day I conversed with many of the people: a candid, humane, well-behaved people, unlike most that I have found in Scotland. In the evening the house was filled; and truly God preached to their hearts. Surely God will have a considerable people here.'