There has been a strong Baptist movement at Westbury Leigh, encouraged by the congregations at Southwick, some away towards Trowbridge. An early chapel was made from a barn in 1714, and replaced on the same site in 1797 by a chapel with accommodation for 500, built in red brick with stone trimmings. Improved and enlarged in the next century, it is described by Historic England as an "impressive building". In 1810 another chapel was built nearby, at Penknap in Dilton Marsh parish, after a split in the congregation. The earlier chapel fell into disuse sometime before 2019; the Penknap building continues in use as Providence Baptist Church. Later, there was a Baptist congregation in Westbury itself, and in 1868 they rebuilt their West End chapel to seat 350, on the site of a smaller 1820s chapel.