The Primitive Methodists opened a small meeting-house at the rear of two cottages in Broad Street, Banbury, in 1839, which began as part of the Welton Circuit.
In 1842 the Banbury Primitive Methodist Circuit was formed with about 250 members. The earliest surviving schedules show that in 1896 the circuit consisted of chapels at Banbury, Mollington, Farthinghoe, Claydon, Hornton, Kings Sutton, Shenington, Tadmarton, Middleton Cheney, Epwell, Warmington, Shutford, Brailes, Radway, Deddington, Ratley and Tysoe. By 1932 the number of chapels had reduced to eleven