The cathedral was constructed between 1911 and 1914 in the pre-Petrine Russian churches architectural style, which were prevalent during the reign of Tsar Mikhail Fedorovich Romanov, the founder of the Romanov dynasty.

This magnificent structure captivates with its scale, with the lower church accommodating one and a half thousand parishioners, and the upper church accommodating two thousand. The cathedral served both as a parish church and a monastery. Notably, nine out of the eleven domes were given the royal family members’ names, and the "Mikhail-Nikolai" bell weight exceeded 8 tons. The consecration of the Main Altar in the Upper Church took place in 1914 in the presence of Emperor Nicholas II, members of the Royal family, the Government, the State Duma, the students of educational institutions and the military. Two years later, a Parish Church was added.

After the Revolution of 1917, in 1918, the church itself no longer was a monastic metochion (an ecclesiastical embassy church) and received the status of a parish church. In 1932, the grand building was even converted into a milk plant. The cathedral was returned to the diocese only in 2005.

Construction and restoration work was completed in 2013, coinciding with the Romanov Dynasty 400^th anniversary and the centennial anniversary of the cathedral itself. During this time, a consecration ceremony of the Upper Church was led by Patriarch Kirill, marking the cathedral's second birth.