Wesley is an unincorporated community in Wayne Township, Montgomery County, in the U.S. state of Indiana.

The Big Four Railroad was built to the west and south of Wesley in 1869 and 1.2 miles west of the village along the highway a flag stop was installed called Wesley Flag Station.

It was at the station where a post office was set up, in addition to a grocery and cabinet shop.

A wind mill pumped water to supply the locomotives and a toll booth was installed here when the road was graveled in the 1870.

A post office was established at Wesley in 1860, and remained in operation until it was discontinued in 1902.