West Durham Baptist was organized in 1894 in a wood church building on Ninth Street. A tornado destroyed the building in June of 1897 and a second church (see drawing) was built on Alexander Avenue, near the present-day Duke.

By 1933, the congregation had outgrown its building and a new church was constructed on Hillsborough Road, at 15th Street. The multi-colored granite was taken from the same Hillsborough quarry used to build Duke's West Campus. Conflict with another church with the same name prompted a new name, Grey Stone Baptist. They did get to keep the old church bell from Alexander Avenue.  police station.

The taller tower housed the church bell which called folks in the community to service. During hot summer months the windows were raised and fans were furnished everyone.