The park surrounding the Petrovsky travel palace was once significantly larger. Although much of its heritage is lost forever, a unique church built in memory of a prematurely deceased granddaughter has survived.

In the 1820s, an extensive landscape park named Petrovsky was created behind the Petrovsky travel palace on the Petersburg highway, built by order of Catherine II between 1775 and 1782. This place quickly became popular among Muscovites who spent time here: a summer theater, concert halls, swings, gazebos, billiard rooms, and other entertainment venues appeared. Part of the park's territory was given to Moscow nobles for the construction of country cottages. Not far from the palace was the dacha of the wife of chamberlain Anna Dmitrievna Naryshkina, who lost her granddaughter, Countess Anna Bulgari, in 1841. In her memory, she appealed to Emperor Nicholas I and Metropolitan Filaret of Moscow for permission to build a church on the site of her dacha, which was granted.

The original design of the Church of the Annunciation of the Blessed Virgin Mary in Petrovsky Park, created by architect E.D. Tyurin, was rejected as the new church would resemble a scaled-down copy of the Petrovsky palace. Ultimately, the project by architect F.F. Richter was chosen, implemented between 1844 and 1847. The prototype of the church was the ancient Church of the Beheading of St. John the Baptist in Dyakovo, now located in the Kolomenskoye museum. This type of church is called "pillar-shaped." The building was two-tiered: an octagonal upper church was placed on a rectangular lower church, topped with kokoshniks and a helmet-shaped dome. The walls of the upper church are pierced with long windows. On the western side, the church is adjoined by a porch with two staircases in the Russian style, topped with a tent-shaped bell tower.

In the upper church, there is the main altar in the name of the Annunciation of the Blessed Virgin Mary, while in the lower church, there are altars in the name of Simeon the God-receiver and Anna the Prophetess, as well as the venerable Xenophon and Maria. All names are given in honor of the patron saints of the church builder and her relatives. In 1904, an altar in the name of the Bogolyubskaya Icon of the Mother of God was consecrated in an extension to the lower church. In 1916-1917, artist A.D. Borozdin repainted the walls and ceilings of the church.

The exact date of the cessation of services in the Annunciation Church is unknown, but it occurred in the mid-1930s. In 1918, Petrovsky Park became a site of mass executions, and later its territory was significantly reduced: dachas were demolished, and a large part of the land was allocated for the construction of the Dynamo stadium and other sports facilities. The church, converted into a warehouse, came under the management of the Zhukovsky Academy, located in the Petrovsky travel palace. It lost its finishes, and the interiors were severely damaged. Since 1991, services have resumed in the Annunciation Church, and restoration work has returned it to its former appearance.