The ensemble of the Annunciation Cathedral includes the Chapel of Alexander Nevsky, which, along with the bell tower, is part of it. This is the last structure built in the ensemble. The chapel was constructed in 1887 simultaneously with the fence, which has not survived to this day, funded by merchant M. F. Sapochnikov in memory of the assassinated Emperor Alexander II. The building is small, rectangular in plan, designed in the shape of a cube and topped with a tent roof with an onion dome. The facades of the chapel are richly decorated in the popular 'Russian' style of that time.

During the Soviet era, the chapel fell into disrepair but was not destroyed and was used for economic purposes. When a local history museum was organized in the Church of John the Baptist, the chapel housed an art salon, mini-exhibitions, and a souvenir shop, unrelated to religion.

In 2012, during the filming of N. Mikhalkov's 'Sunny Strike', the chapel was painted gray for the decoration of the filming location, and the sign of the souvenir shop was removed. Later, everything was restored.