This church originally began at Bethany Camp Ground. The date is thought to be 1845, but church conference records indicate that in 1861 there were ninety-eight members. A church was built in 1869, and Rev. S. S. Sweet was the first pastor. In 1873, a station called Wadley was built on the Central of Georgia Railroad and the church at Bethany was torn down and moved to the lot it now occupies because there was a need for a church in this community. Stained glass windows were installed in 1910, while Rev. T. B. Kempt was the pastor. For twenty years Wadley Charge had the same four churches: Wadley, Coleman, St. John, and Greenway (Lamb's Chapel). Rev. Shannon Hollaway was the pastor in 1939. Starting in 1954, the church has been renovated several times and is now brick veneered with a central steeple. The building was dedicated by Bishop Arthur J. Moore in March 1956. A new parsonage was also built in 1956.
In the late 1960s, the interior of the sanctuary was renovated, including the donation of a new Lowry Organ. In 1984, the church celebrated the one hundred thirty-ninth anniversary of the Bethany Camp Ground. During 1988-1989, a new social hall, called the Julie Mays Annex, was constructed and dedicated in 2004. Throughout the 1990s, the church UMM and UMW continued to support the Methodist Children's Home in Macon, the local Glendale Nursing Home, and other missions and building projects. In October 2001, the church's name was officially changed to First United Methodist Church of Wadley. The church participates in community Easter Sunrise services and Fifth Sunday Services. In 2011, the children and youth presented a live nativity scene.