In 1841, Sidney Bumpass, a Methodist circuit rider for the Hillsborough Circuit, came to the area between the North and South forks of the Little River in northern Orange County.  He held services for the people of the community.  Within a short time, community members constructed a simple log structure for a worship space.  Times were hard; the land, donated by Samuel Woods, was sold for debt.  David McKee bought the land and worship services continued. The log building was completed in 1870 with the addition of glass windows, benches, and a ceiling.

In 1868, Mr. Washington Jordan organized a Sunday school class. He was succeeded as Sunday School Superintendent by Robert Walker of the Schley community.  Mr. Walker walked ten miles to and from his home each Sunday to teach Sunday School. The earliest surviving membership roll ends with those who joined in 1887 and contains 103 names. The second oldest membership roll begins in 1888 and includes Robert D. Daniel, the first person to enter into vocational ministry from Walnut Grove.

Services continued in the log building until construction began in 1891 on a new frame building on land donated by Anthony W. Cole. This building was completed later that year and dedicated on October 29, 1893. It was located between the existing church and Walnut Grove Church Road. It faced west with two front doors, one for the men and one for the women. Lester Tilley, who joined the church at this time, went on to become the second church member to follow a call to ordained ministry.  Rev. Tilley served the church for 42 years.   On July 2, 1894, Miss Irene M. McKee donated land for a cemetery. The first burial was in 1897.

The youth of the church first organized in an Epworth League (now United Methodist Youth) in 1922. Later the women organized the Women's Society for Christian Service (now United Methodist Women). In 1933, the Rev. Samuel F. Nicks was appointed to serve Walnut Grove. In the fall of 1936, he secured permission to begin the current church building. Construction began on May 4, 1937, from flint rock collected from the fields by the local farmers. The Church was dedicated on April 14, 1942.

In 1955, a fellowship hall was constructed just south of the Church.  From time to time, the church added additional land. The church grounds and cemetery currently contain 16.34 acres. 

Through the years, Walnut Grove was a part of a charge with other Methodist churches, including: Hillsborough, Prospect in Caswell County, Cedar Grove, and Carr.  In 1959, the charge reconfigured with Walnut Grove and Carr remaining on a separate charge together.  A parsonage was constructed east of the sanctuary for the new Walnut Grove-Carr charge.  From 1959 until 1984, the charge was served by student pastors from Duke Divinity School.  In 1984, the Rev. Clark Barfield was appointed to serve Walnut Grove and Carr churches as its first full-time pastor.  In 1987, Walnut Grove became a station church under the Reverend Michael Sykes who served Walnut Grove for 19 years.

Laity continue to testify to God's goodness and holiness witness at Walnut Grove UMC.  Walnut Grove members,  Rev. Pat Sykes, Rev. Julia Alliger, and Sonja Tilley, are the most recent lay members to heed a calling to vocational ministry. Rev. Pat Sykes is a retired elder from the North Carolina conference.  Rev. Julia Alliger serves as an ordained elder in the Corridor District.  Sonja Tilley serves in Christian education in a local parish.  

On October 6, 1991, Walnut Grove celebrated  150 years of service to God with a special celebration with former clergy and their families in attendance.  To commemorate the milestone celebration, the church published an updated history for the occasion. 

In 1997, the church demolished the Fellowship Hall and construction began on the existing Fellowship Hall. The church dedicated the Fellowship Hall in June 1998 upon its completion.  As part of the construction process, the church also added restrooms inside the original building.  In September 1998, an additional worship service was added at 8:30am on Sundays in the fellowship hall. In June 2001, a contemporary praise band was formed to lead music for the service. 

In 2009, the church constructed a new parsonage on a two and a half-acre lot. 

Revised: September 2020