Going back to Hill Street, take a right and then another right on Academy Street to arrive at the Episcopal Church of the Advent. An 1824 act of the Georgia Legislature laid off three lots of land in the commons for the Methodists, Presbyterians, and Baptists. The Methodists were the only congregation to build on their lot and constructed this building in 1844. The building was vacant for a number of years after they moved into a new building in 1914. Before being purchased by the Episcopalians, a Christian Science group used the building in the 1950s.

The revived Madison Episcopal congregation purchased the building and remodeled the interior in a style typical of low country Episcopal churches. They also converted the Victorian era house next door into a Federal style parish house. They have shared their sanctuary with other small denominations such as Catholic and Lutheran. In all, the church has served five denominations.

Several famous people have passed through the doors of this church – Rebecca Latimer Felton, the first U.S. woman senator; Bishop Andrew, the first Methodist minister to be made a Bishop in Georgia; and Dr. Alexander Means, president of Emory College and holder of a doctorate in both medicine and theology.