The Mount Union Pilgrim Holiness Church began in the summer of 1938 as the result of a tent meeting. A group of people who were converted during this meeting wanted to establish a new church. As a result, the District Superintendent of the Penn-Jersey district of the Pilgrim Holiness Church was contacted, and a new church was formed.

A congregation without a building, the fellowship met in different locations over the next several years. In 1941, the building where they were meeting was destroyed by fire. They rented a space for a few months until the Pastor and District Superintendent decided it was time to build a church. Following the fire someone donated $400 dollars for the construction of a church building. On November 11, 1941,with volunteer help and a contractor who was paid 75 cents an hour the footer was poured, and the church building was under construction. The original church building was dedicated on June 7, 1942.

The church building has undergone numerous changes since the first building was completed. The parsonage was built beside the church in 1948 and there was an extensive renovation in 1989 that added to the church and the parsonage, connecting the two.

The church became a Wesleyan church after the merger of the Pilgrim Holiness and Wesleyan Methodist denominations in 1968.