The plat of Wesley was recorded on October 10, 1873. Wesley is believed to be named after John Wesley, who was a mechanic and foreman on the railroad. Another possibility is that it is named after Wesley Bennett, who was the son of a surveyor working on laying out the railroad route.

Wesley features a variety of unique attractions. The Wesley Centennial historical marker is a 16-inch bronze medallion designed and set in large native rock by area sculptor Cliff Carlson. There is a grotto built by Father Dobberstein who was also the creator of the Grotto of Redemption in West Bend. The grotto is located at St. Joseph’s Catholic Cememtery on the east end of Wesley. Wesley contains three parks which include a swimming pool, two shelter houses, camping facilities, playground equipment, a softball diamond, a volleyball court, and a tennis and basketball court. Wesley also features a Community Center and the Hillside Golf Course located east of Wesley.