First United Methodist Church was founded as a Methodist Episcopal Church, South, in 1895, in Grove, Indian Territory. Rev. Orlando Shay was appointed as the first pastor and a building program was begun in 1899 on Main Street in downtown Grove Springs.
The members went to the woods, cut down logs which were taken to the saw mill and cut into dimensional lumber for the church. Labor and construction of the white frame building, for the most part, were donated by the members of the church.