There may have been a Methodist meeting in Banbury as early as 1784, but their first chapel was purchased in Calthorpe Street in 1791. This served until 1811 when new premises were built in Church Lane (which were enlarged in 1828).
Banbury Methodist Society was at first part of the Northampton Circuit, then in 1793 it became centre of the new Banbury Circuit. In 1810 the circuit extended as far as Warwick and Kenilworth. As well as Banbury, it included chapels at Shotteswell, Greatworth, Balscote, Wardington, Warmington, Bloxham, Chipping Warden, Sulgrave, Cropredy, Eydon, Adderbury, Lower Boddington and Grimsbury