From John Wesley’s sermon “The Original Nature, Property, and Use of the Law“:
The law says, “Thou shalt not kill;” and hereby, (as our Lord teaches,) forbids not only outward acts, but every unkind word or thought. Now, the more I look into this perfect law, the more I feel how far I come short of it; and the more I feel this, the more I feel my need of his blood to atone for all my sin, and of his Spirit to purify my heart, and make me “perfect and entire, lacking nothing.”
The question comes up quite often in Christian circles these days: Why are you being so legalistic? Paul wrestled with the same issue from another angle. In what way does the law of the Old Testament bind the Christian?
This is a question that has led to lots of different answers over the years. John Wesley saw the law as convicting us of sin, as leading us to Christ, and as guiding us toward sanctification. So he argued that the Jewish understanding of law was voided by Christ, but he still saw the law as necessary and good and perfect. For Wesley, a holy person would follow the law not out of legalism, but because a heart that perfectly loves God and neighbor would do as the law directs.
Without the law, then, the Wesleyan understanding of the Christian life collapses.