This community is an early one and Squire Dunn was among its first settlers. James Day was born June 26, 1871, at Sardis, Miss. to Alex and Sally Musgrove Day. This family came to this tiny community in February of 1872 to settle on a farm two miles east of Pickles Gap.
Some say the gap was named for a Pickles family who lived here. Other say that during the early days of the railroad at Conway Station, a freight train dropped a barrel of pickles at this place and the gap and the creek were thus christened Pickles Gap.
There once was a one-room log school on the creek which also served the community as a church. The present day Pickles Gap Baptist Church was provided in 1969 with a modern vaulted roof edifice. The community cemetery is a mile away on the north side of Cadron Ridge at the former church place called Macedonia."