The church was built in honor of the rescue anniversary of the Alexander III royal family, which, by a fortunate coincidence, survived the train crash on October 17, 1888. The construction was initiated by workers of the State Papers Procurement Expedition. They also raised funds for the construction activities. The donations collected were not enough for a separate building, so the church was added as the third floor of the Expedition building. The architect Karl Majewski managed to create a spacious room with a capacity of 1500 people.

Until 1923, when the church was closed by a decree of the Soviet authorities, it was famous for richness of its interior decoration. Two rows of columns with patterned capitals turning into arches divided the church into two naves. The ceilings were covered with frescoes and decorative partitions.

After the closure, the church premises were used as a dormitory and a factory club. Restoration activities began in 1990s and were completed in 2006. In the same year, the church was returned to the Orthodox Church and became part of the Konstantin and Elena convent.