In the early 19th century, the impoverished descendants of merchant Kholodilov sold their house and the adjacent complex to the local police and county prison. It was then that the prison church of All Who Sorrow was established within the complex, as churches for prisoners were common at that time.

The Sorrowful Church was built between 1854 and 1857 in a style borrowed from ancient Russian architecture. It was quite a charming building, particularly notable for its windows with kokoshniks and a beautiful church dome. A simple bell tower was located at the eastern wall of the church, as a full-fledged bell tower was not planned for the prison complex.

During the Soviet period, the ruined building of the old police station housed the militia. The new Bolshevik authorities disapproved of the church's proximity to the people's militia, so the dome and all decorative elements, including the kokoshniks, were destroyed. Without them and with the windows completely plastered over, the building, which is now used by the local traffic police, completely lost its appeal.