Belfrage entered the Theological Hall of his church at Selkirk, under George Lawson, in the autumn of 1789, aged 14.
His attendance was only required there for about eight weeks in the summer, and he managed to carry on his studies in the winter at the university till age 18.
He was ordained on 18 June 1794, The congregation was a large and influential one, its first minister having been Henry, son of Ralph Erskine, one of the fathers of the Secession.
In 1824 the University of St Andrews conferred upon him the honorary degree of D.D., unusually through Sir Henry Moncrieff-Wellwood, of the Church of Scotland.
A first series of Sacramental Addresses appeared in 1812, and a second in 1821; and Practical Discourses intended to promote the Happiness and Improvement of the Young in 1817 (2nd ed.
Other works were: His Exposition of the Assembly's Shorter Catechism was used in Scotland, British colonies and the United States.