At the turn of the 15th and 16th centuries, a wooden church first appeared on this site. The name "Obidennoe" is associated with the fact that the church was built in one day, likely from ready-made logs. According to another version, the church was erected "in fulfillment of a vow" after a severe drought. After this natural disaster, the church entered history during the Time of Troubles: on August 24, 1612, the cellarer of the Trinity-Sergius Monastery, Avraamy Palitsyn, held a prayer service here for victory over the Poles, attended by Prince Dmitry Pozharsky. The headquarters of the Second Militia, which repelled the attack of Hetman Khotkevich, was located nearby.

The wooden church was renovated several times, and in 1702 it was replaced by a stone structure, funded by the Duma clerk Gavriil Derevnin. Inside the church, marble slabs remind of him and his brother Vasily. The church was built in accordance with the architectural fashion of that time: a vertically elongated structure "octagon on a square." The edges of both volumes are decorated with Corinthian columns with small capitals, while the windows remain strictly ascetic, without frames. The octagon is topped with a faceted dome with a cross. On the northern wall of the church, several gravestones remain, indicating that there was a parish cemetery here. The interior retains a central iconostasis with images from the 17th century, including the image of the Savior Not Made by Hands from 1675, the icon of the Kazan Mother of God created by Simon Ushakov, and the church icon of Saint Elijah the Prophet with 20 scenes from his life, among others.

Initially, the church's refectory was one-sided, with an altar dedicated to Simeon the God-receiver and Anna the Prophetess. In 1819, it was replaced by a stone refectory, where a second altar in the name of the apostles Peter and Paul appeared. The final appearance of the Elijah Church was formed between 1866 and 1868, when the refectory was rebuilt and expanded, and a new bell tower with a quadrangular tent in the neo-Russian style was erected to the west according to the design of A.S. Kaminsky. The work was funded by the church elder, merchant V.D. Konshin. Another well-known benefactor was the neighbor A.D. Tretyakov, the mother of the gallery's founder. In 1882, a baroque-style building was constructed at the church for a school and almshouse.

After the revolution, the church suffered during the campaign to seize church valuables, losing part of its decoration and precious utensils, but services continued. The icon of the Mother of God "Unexpected Joy" was transferred here from the Resurrection Church in Sokolniki, which had been located in the Annunciation Church in the Kremlin before the revolution. For a long time, the staff of the last abbess of the neighboring Zachatyevsky Monastery was kept here, which was returned to the monastery after the revival of monastic life. There is a legend that the authorities planned to close the church on June 22, 1941, but this was prevented by the start of the Great Patriotic War.

At a time when churches were being closed everywhere, services at the Church of the Prophet Elijah continued. It was here that a memorial service was held for the writer M.A. Bulgakov after his death, at the request of his sisters. The writer himself had requested cremation before his death, and his wife Elena Sergeyevna Bulgakova fulfilled his request, burying his ashes at Novodevichy Cemetery.