In 1734 the Evangelical Lutheran Swedish-Finnish community, which moved after the end of the Great Northern War, received a plot of land on Bolshaya Konyushennaya Street as a gift from Empress Anna Ioannovna. The first wooden church was built at this place.

Today the cathedral is set in a majestic building in classical style, designed by the architect G. H. Paulsen, a student of Yury Matveevich Felten. In September of 2002 Church of Saint Mary became an Episcopal church or cathedral. The building was completely restored by efforts of the Finnish Foreign Aid Centre and Museum authority of St. Petersburg. In 2010 a baroque pipe organ was installed there. Its magnificent sound accompanies all the church services.

In addition to the Divine services in Russian and Finnish, the Cathedral of St. Mary holds organ recitals, concerts of religious and classical music of wind and string instruments, choir performances.