Methodism came to Edgeley in 1887 when the first Methodist worship and Sunday School was held in the Milwaukee Railroad Depot. Wesley Methodist Episcopal Church was organized June 5, 1888. Less than a year later the first Methodist church building, which cost $2,300, was dedicated (debt free) on April 14, 1889.

By 1915, the congregation had outgrown the first building. The cornerstone was laid for a new brick church on June 15, 1915 on the site of the original building. The new structure was ready for dedication on December 19, 1915. The new church cost $25,000. The bell for the church was donated by Richard Sykes, the founder of Edgeley. In the 1920s, a $1,5000 gift from the Andrew Carnegie Foundation made possible a new pipe organ for the church.

In 1939, the Methodist Epispocal Church, the Methodist Epispocal Church South, and the Methodist Protestant Church joined together to form The Methodist Church. A merger between The Methodist Church and the Evangelical United Brethren Church in 1968 brought about The United Methodist Church.

Currently, Wesley UMC is linked with Zion United Methodist Church in Kulm, North Dakota in what United Methodist's call a "circuit." The two churches share the same pastor, Pastor Dale Emery.