The publication of the Colonial Records of North Carolina further stimulated his interest in historical research. He planned and began to write the "Annals of the Church in the Province of North Carolina." He worked upon this history whenever he found an opportunity, but after his election as bishop his duties were so pressing that he had to abandon the project. He had made considerable progress, however, before laying it aside. His research was not done in vain, for he was able to use much of it in one of the papers he presented before the centennial convention of the dioceses of East Carolina and North Carolina in 1890.

Probably Cheshire's most productive act as historiographer of the Diocese was to initiate and successfully direct the celebration of the one-hundredth anniversary of the convention of 1790. This convention, held in Tarboro, had made the first, although unsuccessful, attempt to form a diocese in North Carolina. As the centennial of the event drew near, Cheshire thought that it should be commemorated in some appropriate manner. Accordingly, at the diocesan convention of 1889 he introduced a series of resolutions calling for a joint convention of the dioceses of North Carolina and East Carolina to be held at Tarboro the following year. The resolutions were adopted and a committee on arrangements appointed, with Dr. Jarvis Buxton as chairman. Commenting on the proceedings, Cheshire frankly remarked: "I took care, however, to get myself elected Secretary of the Committee; and the Committee cheerfully allowed me to do all the work."[46]

The Committee on Arrangements decided that the most fitting and profitable manner of celebrating the occasion would be to present a series of papers on the history of the Episcopal Church in North Carolina. Cheshire organized the program, selecting the writers and the subjects of the papers.

The joint convention met in Tarboro May 16-18, 1890, and was well attended by churchmen from both dioceses. The papers covered the history of the church in the colony, its decay following the Revolution, and its revival after 1817. Cheshire read a paper on "The Church in the Province of North Carolina." At the close of the proceedings, the convention resolved that the addresses should be published in book form under Cheshire's editorial direction. Upon the motion of the Rev. Robert Strange, it was also resolved: "That the thanks of the joint Convention of North and East Carolina be extended to the Rev. J. B. Cheshire, Jr., for conceiving and carrying to so successful an issue the reunion which has been so delightful and edifying to us all."

Since there was not sufficient time, all of the addresses prepared for the joint convention were not delivered. In addition to the paper Cheshire read, he also wrote two others—"Decay and Revival, 1800-1830" and "White Haven Church and the Rev. Robert Johnston Miller." These papers, as well as all the others written for the centennial celebration, were published in a volume entitled Sketches of Church History in North Carolina. Besides the three papers and his editorial work, Cheshire wrote the introduction to this book. The volume is a distinct contribution to the history of the Episcopal Church in North Carolina. Prior to this time little of any value had been written on the subject. Cheshire's articles are probably more scholarly than any of the others, and they definitely reveal more research in original sources.

In recognition of Cheshire's achievements as a clergyman and his contributions as a historian, the University of North Carolina at its commencement of 1890 conferred upon him the degree of Doctor of Divinity. Four years later the University of the South bestowed upon him the same honor, and in 1916 his alma mater, Trinity College, Hartford, Connecticut, also gave him the degree of Doctor of Divinity. He was not one to seek honors, but when they were conferred upon him he appreciated them, particularly the thought which motivated the bestowal. Bishop Cheshire became an honorary member of the North Carolina Society of the Cincinnati in 1897 and a few years later an hereditary member. He served for a time as chaplain of the North Carolina Society and later of the national organization.

Although his diocesan work occupied most of his time, the Bishop found the opportunity now and again throughout his episcopate to write articles for ecclesiastical and historical publications. The subject matter of most of his writings was drawn chiefly from North Carolina history. One of his most interesting departures from this practice was the editing of George Herbert's A Priest to the Temple or, the Country Parson, His Character and Rule of Holy Life. This work, first published in 1652, had attracted his attention when he was a young lawyer in Baltimore. He was greatly impressed at the time with its earnestness and its spiritual character. When in 1905 Professor Palmer, of Harvard University, edited the complete works of Herbert, the Country Parson was again brought to the Bishop's attention. He decided to bring out a special edition of the Country Parson in order to make it available to all of the clergy. The work appeared in 1908 and was dedicated to his father, whose sixty years in the ministry splendidly illustrated Herbert's ideal of a country parson. In his introduction to the book Bishop Cheshire commented: "It is not too much to say of it that for beauty and truth to nature, for its combination of the ideal and the practical, for its presentation of an almost heavenly perfection in terms of human experience, it has not its equal in the religious literature of our language." Whenever sending out a young clergyman as a country parson, he always tried to supply him with a copy of this work, believing that it would be of great value to him and his parishioners.

At the request of the editor of the Carolina Churchman Bishop Cheshire wrote, in 1910-1911, a sketch of the life of each of his predecessors, Bishops Ravenscroft, Ives, Atkinson, and Lyman. He did not make the sketches serious biographical studies, but tried to present intimate pictures of the four bishops, including a few amusing anecdotes. The sketch of Bishop Ravenscroft is probably the best and the most interesting.

In the course of 1910 and 1911, at the invitation of the Episcopal seminaries at Sewanee, Alexandria, New York, Philadelphia, Cambridge, and Middletown, Bishop Cheshire delivered a series of lectures on the history of the Episcopal Church in the Confederate States. The lectures were well received, and upon their conclusion the Bishop was urged to put them in permanent form. Realizing that the interest in the subject was fairly widespread, he decided to arrange the lectures for publication. In 1912 Longmans, Green, and Company published them under the title, The Church in the Confederate States.

In this work the Bishop describes the organization of the Episcopal Church in the Confederacy, the church's work among the soldiers, its attitude towards the Negroes, its trials and burdens, its publications, and, finally, the reunion of the northern and southern branches of the church. Following the last chapter he included a brief study of the life of Thomas Atkinson, Bishop of North Carolina, 1853-1881, who had been one of the most important exponents of the reunion of the church in 1865.