In addition to the constant services held in her different London houses by her chaplains and others, Lady Huntingdon opened and supported several chapels in the capital. The first was leased in 1770 in Ewer Street. The next was in Princess Street, Westminster, and was opened in 1774. Then came Mulberry Gardens Chapel at Wapping, where George Burder sometimes and John Clayton very often preached. Towards the close of 1776 negotiations for the purchase of what was known as the Pantheon, a large building in Spa Fields, one of "the places where Satan had his seat," were commenced. Owing to the advice of Shirley and Toplady, the completion of the purchase was delayed; but at length the Countess wrote: "My heart seems strongly set upon having this temple of folly dedicated to Jehovah-Jesus, the great Head of His Church and people. I feel so deeply for the perishing thousands in that part of London that I am almost tempted to run every risk; and though at this moment I have not a penny to command, yet I am so firmly persuaded of the goodness of the Master whose I am and whom I desire to serve, that I shall not want gold or silver for the work." Nor did she. A company of gentlemen secured it, fitted it up as a chapel, and on July 5, 1777, John Ryland of Northampton preached the opening sermon.
Unforeseen and far-reaching consequences followed hard upon the opening of this place of worship. The Rev. W. Sellon, incumbent of St. James, Clerkenwell, the parish in which the new chapel stood, was a pluralist, holding no less than four ecclesiastical appointments, yielding him in all £1500 a year. Destitute himself of any knowledge of or sympathy for Gospel preaching, he resented this attempt to feed "the hungry sheep" of his parish. He invoked the law against Mr. Jones and Mr. Taylor, both clergymen of the Established Church, who were conducting the services at Spa Fields with conspicuous success. Sellon claimed the right of preaching in Spa Fields whenever he wished, and asserted his right to all the moneys derived from sittings and other sources. He obtained a verdict in the Consistorial Court inhibiting Jones and Taylor and closing the church. To meet this state of affairs, Lady Huntingdon acquired the building in her own right, changed the earlier name of Northampton Chapel into Spa Fields Chapel, and appointed Dr. Haweis, one of her chaplains, to preach. Sellon again applied to the Ecclesiastical Courts, and obtained an inhibition prohibiting any clergyman of the Established Church, whether Lady Huntingdon's chaplain or not, from preaching in Spa Fields.