The Holy Myrrhbearers Cathedral was constructed in 1909 in the Russian style based on a design by architect M.F.Verzhbitsky. The church was built with financial support and donations from the famous Azerbaijani philanthropist Haji Zeynalabdin Taghiyev. The opening ceremony was attended by notable political and religious figures of the time, including the Russian Tsar’s Viceroy in the Caucasus, Count Vorontsov-Dashkov.

Initially, the church served the 262nd Salyan Reserve Infantry Regiment. In 1920, during Soviet rule, the church was among the first religious sites to be closed, and its chief priest was executed. The building was repurposed as a warehouse and later used as a sports hall. During the January 1990 tragedy, two shells hit the church’s roof, causing significant damage to the structure.

In 1991, the dilapidated building was handed over to the Russian Orthodox Church and restoration efforts were allowed to begin.

On May 27, 2001, during his visit to Azerbaijan, Patriarch Alexy II of Moscow and All Russia consecrated the church and granted it the status of a cathedral. The reopening ceremony was attended by national leader Heydar Aliyev, government officials, embassy representatives, and heads of religious communities.