The Church of Alexander Nevsky was built in 1883 thanks to the initiative of Danish Princess Dagmar, wife of Alexander III, known in Russia as Empress Maria Feodorovna. The construction was financed both by the personal funds of Emperor Alexander III and state allocations.

The design of the red-and-white church in the Russian-Byzantine style was developed by David Grimm, one of the founders of this architectural direction. The base of the building is clad in gray granite, while the walls are adorned with stripes of red and white brick. A large cross is laid out on the main facade, standing out against a pattern reminiscent of embroidery. Above it, in the three-arched bell tower, are six bells, and above that is an icon of Alexander Nevsky, made on a slab of volcanic lava. The composition is completed by three onion-shaped domes.

The walls of the prayer hall are decorated with gilded Byzantine ornamentation on a dark background. Above the carved iconostasis made of walnut wood hangs the painting "Christ Calms the Storm," created by F. A. Bronnikov. On either side of the altar are works by I. N. Kramskoy and A. P. Bogolyubov, depicting scenes from the Gospels and the life of Alexander Nevsky.

In the interior of the cathedral, a bronze chandelier in the shape of a cross, gifted by Alexander III, stands out, as well as a carved walnut iconostasis with images created by artist Fyodor Bronnikov.

Among the revered relics of the church is a shrine with icons that belonged to the empress, known as "Maria Feodorovna's cabinet." Another unique relic is the miraculous icon of the Mother of God "Copenhagen-Jerusalem," gifted to the dowager empress by Athos monks.