Despite Wesley’s insistence on the importance of the band meeting for the vitality of Methodism, the Methodist bands and their origins rarely have been examined carefully. This article explores the key forerunners of the Methodist bands by tracing parallel developments in Continental Pietism and Anglicanism that were synthesized by Wesley in late 1738. These developments are examined at the two periods where they are most evident. First, the evolution of the collegia pietatis in Continental Pietism in the 1670s is compared with that of the Religious Societies in Anglicanism. Second, the development of piercing spiritual discourse through the confession of sins in the Moravian Banden in the late 1720s is compared with the beginnings of Methodism at Oxford University. Wesley’s synthesis of these traditions brought together the Anglican Religious Societies’ concern for rules and a disciplined pursuit of holiness through a reliance on the means of grace with the emphasis of the Moravian Banden on confession of sin and searching one another’s hearts through spiritual conversation. The synthesis found in the Wesleyan bands also brought together crucial aspects of Anglican and Moravian theology. The bands combined the Anglican understanding of mediated grace, through a commitment to a disciplined practice of the means of grace, with the Pietist understanding of unmediated grace, through a direct encounter by the individual with the Holy Spirit that led to assurance. Studying the Wesleyan bands promises to make a broader contribution to the study of the eighteenth century Evangelical revival in Britain, as the bands mark the key place where the theology and practice of Anglicanism and Moravian Pietism were brought together.