Born at Coventry, Connecticut, he was much troubled in his youth by religious confusion, but ultimately joined the Methodist faith, and in 1798 was appointed to be a circuit preacher, on a probationary basis, for New York.
In the 1799, however, he crossed the Atlantic and preached as a missionary to the Catholics of Ireland, and thereafter was never connected officially with the ministry of the Methodist Church, though he remained essentially a Methodist in doctrine. Everywhere, in America and Great Britain, he attracted great crowds to hear and see him, and he was often persecuted as well as admired. In 1805 he visited England, introduced the system of camp meetings, and thus led the way to the formation of the Primitive Methodist Society.
Dow's enthusiasm sustained him through the incessant labors of more than thirty years, during which he preached in almost all parts of the United States. His later efforts were directed chiefly against the Jesuits; indeed he was in general a vigorous opponent of Roman Catholicism.
He died in Georgetown, District of Columbia in 1834. Among his publications are: Polemical Works (1814); The Stranger in Charleston, or the Trial and Confession of Lorenzo Dow (1822); A Short Account of a Long Travel; with Beauties of Wesley (1823); and the History of a Cosmopolite; or the Four Volumes of the Rev. Lorenzo Dow's Journal, concentrated in One, containing his Experience and Travels from Childhood to 1814 (1814; many later editions); this volume also contains "All the Polemical Works of Lorenzo." The edition of 1854 was entitled The Dealings of God, Man, and the Devil as exemplified in the Life, Experience and Travels of Lorenzo Dow.
His remains now rest in Oak Hill Cemetery, near Georgetown, in Washington, D.C.