The First United Methodist Church of Winchester was one of the earliest churches in the city of Winchester. Mary (Martin) Reeder who was born on April 16, 1797 in Hamilton County, Ohio was one of Winchester's first inhabitants. Upon her death in 1890, she had been a member of the Methodist Church for 88 years. The first sermon in Winchester was delivered in her log cabin. Their first building was erected in 1835.  Their fourth church building was constructed in 1900 and stood for over a century at 313 South Meridian Street in Winchester. Due to structural issues, the building was demolished in March of 2015. Several items were salvaged from the building prior to its demolition. Items not donated to the Randolph County Museum and Research Library/Randolph County Indiana Historical and Genealogy Society and Willard Elementary School were placed in storage.

A newer portion of the building that was constructed in 1952 was used for worship for a time following the demolition. That building is now owned by Volunteers of America and is the location of their Winchester campus of their Fresh Start Recovery Center, a residential treatment facility for mothers battling addiction. The church then began meeting at the Randolph county YMCA. Every Sunday, they would set up their "sanctuary," and then following their service, tear it down. After a time, the same process continued at their current location, the Towne Square Community Centre in downtown, Winchester.On Saturday, September 19, one day after the fourth anniversary of this transitory period, The Compass Church held a Celebration in honor of breaking ground at the site of what will be the fifth building of the Church in Winchester. The Compass Church is a United Methodist Ministry with campuses in Selma, Yorktown, and Winchester.The new building will rest on a 21-acre property located on the North side of Highway 32 just West of the Randolph County YMCA and Ohio Valley Gas. "There will be a worship area and a youth area," states Pastor Jeremy Duncan. "This has been a tremendous blessing," he continues, "we hope to incorporate some of the things that were salvaged from the old building in the new one." On the beautifully sunny evening a crowd of over a hundred people showed up to celebrate the occasion. There was a slight fall chill in the air as those present enjoyed a cookout meal prepared by the Church. Burgers, hot dogs, chips, beverages, and assorted pies from Wick's Pies were served. As guests finished their meals, the worship band lead by April Taylor performed a few songs on a flatbed trailer prior to Pastor Duncan taking the mic.

Pastor Duncan spoke of the long history of the Church in the community and his hopes for its future. "We have big visions. Whatever we build is temporary, a Church is not the building, it is the people. When we are gone, we hope that we will have made such a difference in the community and beyond our walls that the void created by our absence will be noticed by those who follow."