Led by first pastor Alfred Peters, 21 members organized this church on April 22, 1866, in the home of Sister Jane Young. Services were first held in a storefront building on the banks of the Tennessee River. In 1873 First Missionary purchased a church building from a Methodist congregation on the corner of Market and Canal Streets, NE and used the building as their place of worship until 1919. At this time Dr. Sterrs, S.S. Sykes, and G.F. Oliver secured a $1460 loan to purchase the present property where St. Ann's Catholic Church was once located. The present church was designed by prominent African American architect W. A. Rayfield in 1921 and constructed for $1250. The building underwent renovations in 1984 and a $260,000 educational wing was added in 1989-90. First Missionary was built through the efforts of professionals, craftsmen, and donations of "nickels and dimes."