At the turn of the century, Miss Aggie Gray organized and taught the first public school in Thunderbolt. Miss Gray also wanted a church in the area and a number of citizens built a church they called Union Church. It was dedicated on June 29, 1902, with Rev. J. A. Smith officiating. Rev. John S. Wilder was listed as president and temporary pastor of Union Church. In 1910, the South Georgia Annual Conference in Columbus created a charge with Wesley Oak and Meldrim and assigned T. D. Strong and John Swain to the charge. Wesley Oak was so named because of an oak tree where John Wesley preached in Savannah. It was later taken down to lay track for a streetcar to Thunderbolt. Rev. C. D. Adams, the pastor from 1912-1914, purchased several lots and, with the help of Rev. A. S. Harris, a tabernacle of rough lumber with sawdust on the ground was built.
The present building was constructed in 1913-1915. The church was dedicated by Rev. Robert Rouse. Rev. Walter Banks, the pastor in 1936, did great work organizing the youth of Wesley Oak and the Epworth League. In 1941, many improvements were made including new pews and repairs to the roof. In 1943, carpeting and Venetian blinds were installed
. In 1947, a parsonage was purchased on Mechanic Avenue. Wesley Oak was made a station in 1949. As the church facility began to grow, the decision was made to move the church away from the road. Due to a disagreement between union workers and non-union workers building the bridge near the church, the unemployed men helped with the building of the new structures. The unions not only continued with free labor, but they also gave money so that the building could continue. Enough was built so that it was able to be used, though incomplete. An organ was purchased in 1955. In 1959, the parsonage was damaged due to a large tree limb falling on it. On November 21, 2010, the Centennial anniversary of the church was celebrated at the 9:30 am service with a covered dish dinner on the grounds following the service.