The Pilgrim Holiness District Superintendent, Rev. H.D. Dukes, felt led by the Lord to plant a Spirit-filled, holiness church in Millsboro. In May of 1947, Rev. Dukes held a 10 day, tent meeting on Possum Point Road. The successful meeting resulted in several supporting families desiring to begin a new church. Work began on a portable tabernacle of rough lumber, tar paper, and saw dust floor at the intersection of State Street and Wilson Highway. On June 22, 1947 this was dedicated to God while "the glory of the Lord filled the tabernacle." Initially, ministers and families from Roxana and Gumboro Pilgrim Holiness Churches held afternoon services there.
On October 5, 1947, Rev. Dukes appointed Rev. Lida Brasure as the first pastor of the Millsboro Pilgrim Holiness Church. Weekly Sunday services have been held consistently since that date. In 1949, Louis Ableman and John Cordrey donated land on Wilson Highway for a new church building. A 32' by 56' foot building was completed on the present site at the cost of $8,615. The current church was dedicated to God on March 8, 1951 with the opening hymn "Victory In Jesus." Later, the current church building was expanded and improved. In 1953, a four bedroom house was purchased across the street for use as a parsonage. In 1975, a 28' by 44' classroom building was constructed behind the church. Other acquisitions include the large grass parking lot, and the Union Street house and stone parking lot.
On June 26, 1968, a merger occurred between two denominations (The Pilgrim Holiness Church and The Wesleyan Methodist Church) and the name The Wesleyan Church was chosen for the international church. In 2009, the district board approved our local name change to The Journey: a Wesleyan Church.