In 1862, the solemn laying of the cathedral church of the Dalne-Davydovsky women's monastery, dedicated to the icon of the Mother of God 'Relieve My Sorrows', took place. Significant assistance in the construction of the church was provided by the widow of a councilor, Daria Ivanovna Taborina, the aunt of the community leader Vera Ivanovna Sokolova, known as the mother of Antoniy. Daria Ivanovna moved to the community in 1867, bringing with her a substantial capital, which allowed for the acceleration of construction. Within two years, the stone five-domed church was not only erected but also plastered. The grand opening of the monastery's main shrine took place in 1869, attracting many guests and residents of Dalne Davydovo and the surrounding areas. The details of the church's consecration vary: according to some sources, it occurred in 1869, but a description of the monastery from January 7, 1907, compiled by the abbess Augusta, indicates October 9, 1877.

From 1869 to 1872, a right chapel was added to the main church at the site where the blessed Neonilla Zakharova, the founder of the community, found a wooden cross, established in 1785 by saints Seraphim of Sarov and Antoniy of Murom. At Neonilla's request, the cross was attached to a long pole and placed at the site of the future church. It remained there until the installation of five metal crosses above the cathedral, after which it was placed under the altar of the chapel. In memory of this event, the chapel was consecrated in honor of the Elevation of the Holy Cross on October 17, 1872.

The description of the monastery from January 7, 1907, states: 'Within the enclosure are the following buildings: a stone, two-altar, five-domed church in the name of the image of the Most Holy Theotokos 'Relieve My Sorrows', founded in 1862, with a chapel in honor of the Elevation of the Honorable Cross of the Lord.'

On October 22, 2012, in the village of Davydovo, Vachsky District of the Nizhny Novgorod Region, Bishop Varnaava of Vyksa and Pavlovo performed the great consecration of the church in honor of the icon of the Most Holy Theotokos 'Relieve My Sorrows.'