The Holy Alexeyevskaya Church in Harbin was founded in 1912 when its wooden building was moved from the village of Alexeyevka to the Modyagou area. Before that, in 1908, the church was relocated to Alexeyevka from the Corps Town. It was affiliated with the Nikolsky Cathedral, and the first services were conducted by Priest Ilya Arkhangelsky, who was sent from the cathedral.

In the spring of 1913, a bell tower was added to the church. According to a decree from the Holy Synod dated March 23, 1917, an independent parish was established in Modyagou. Priest Ilya Arkhangelsky, not wanting to leave his service at the cathedral, combined it with the duties of the rector of the Alexeyevsky parish until February 1918. In February 1918, Priest Peter Antonov became the rector, and in 1924 he was succeeded by Archpriest Peter Rozhdestvensky. The parish in Modyagou was considered one of the most populous.

In September 1930, construction began on a new stone church at the intersection of Tserkovnaya and Skobeleva streets. The project was led by the famous engineer Mikhail Vasilyevich Karbyshev, and architect Yu. V. Smirnov, although he was a citizen of the USSR and was not allowed to participate in religious construction, actively assisted. The consecration of the church took place on October 6, 1935.

The church had three altars: the main altar in honor of Saint Alexius, Metropolitan of Moscow, the right chapel in honor of Saint Innocent, Metropolitan of Irkutsk, and the left chapel dedicated to the icon of the Most Holy Theotokos "Joy of All Who Sorrow."

The church was closed in 1956. Thanks to graduates of the KVZhD schools, a significant part of the church utensils was transported to San Francisco and is now kept in the Sorrowful Cathedral. The rector of the church, Archpriest Stefan, met a martyr's death. The church building was repurposed into a dining hall and storage.

In 1980, the church was renovated and handed over to the patriotic association of Chinese Catholics.

A recreation area with modern landscaping has been created next to the church, inspired by the artistic style of the Alexeyevskaya Church.