In 1976, WJMJ was founded by the late Archbishop John F. Whealon, as a way to bring the Gospel to a wider audience through a format of inspiring messages and pleasant music. WJMJ claims to be the first archdiocesan-operated radio station in the United States. When WJMJ first went on the air the studios were located in Glastonbury, Connecticut. They moved to Bloomfield in the early 1980s. A fire tower originally stood where the WJMJ radio tower now stands. In 2009, the WJMJ studios were moved to Prospect, CT, which also houses the Office of Radio and Television of the Archdiocese of Hartford.

WJMJ replaced most of their non-Catholic programming in June 2008. 'Festival of Faith', the 14 hour block of radio shows on Sunday which ranged from short inspirational spots to recorded worship services or talk shows produced by an assortment of area Protestant and Eastern Orthodox churches was replaced beginning Sunday, June 1, 2008 by local Catholic programming, as well as material from the EWTN network. WJMJ also carries live Metropolitan Opera broadcasts on Saturday afternoons.