In the winter of 1871/1872, a number of members of the Lafayette Street Methodist Episcopal Church, in Salem, decided to organize a second Methodist church in Salem. A chapel on Sewall Street, which had been built in 1823, as the First Methodist Meeting House, but had not been in use for some time, was bought. On May 24, 1872, this new location was dedicated as the Wesley Chapel Methodist Episcopal Church. Reverend Joshua Gill was appointed to this new location.

By 1883, the church had 342 members, and had a number of generous supporters for the erection of a new building on an estate on North Street, Salem. During a session of the State Legislature in 1886/1887, steps were taken to change the name of the church to the Wesley Methodist Episcopal Church.

The new building, at 8 North Street in Salem, was built for a capacity of one thousand worshippers. The building was dedicated on July 31, 1888 as the Wesley Episcopal Church, which later became the Wesley United Methodist Church of Salem. The building was designed by Lawrence B. Volk of New York, and cost between $35,000 and $40,000; this was the price without a steeple, which was added at a later date.

In 1994, the Wesley United Methodist Church of Salem merged with the Lafayette Street United Methodist Church. The building, which was completed in 1889, is listed in the National Register of Historic Places.