The return from the Primitive Methodist society in Sherborne to the 1851 Census of Places of Public Religious worship tells us they were meeting in a chapel built in 1832. The return was completed by John Silas Brown, the minister. On Census Sunday 24 attended in the afternoon and 33 in the evening. The chapel held 56 people.
The census form tells us that the chapel was located in Acreman Street, but I cannot see a chapel on Nineteenth Century Ordnance Survey maps.