The first church on this site was built in 1763 under the Astrakhan bishop Methodius and represented the northeast tower. The church was consecrated in honor of Saint Methodius, Patriarch of Constantinople. Over time, the church underwent several reconstructions that changed its appearance. By the mid-19th century, the building had deteriorated so much that conducting services became life-threatening, leading to its closure and consideration of demolition.

In 1876, the honorary Astrakhan citizen Ekaterina Fyodorovna Bashkina passed away. In her will, she expressed the desire to build a church in the Pokrovo-Boldinsky Monastery in honor of the Great Martyr Catherine, her heavenly patroness, and to transfer her remains there. She left a significant capital for the construction and future maintenance of the church. It was decided to erect a new church on the site of the old Methodius church.

Ekaterina Fyodorovna's executor, collegiate secretary Ivan Grigoryevich Chudnovsky, took on the construction, which was completed by 1894. However, the church built by Chudnovsky was found to have numerous defects, and it was completely dismantled. New construction began thanks to the initiative of the archimandrite of the monastery, Mitrophan Zemlyansky.

The church was completed only in 1908 and consecrated on June 8, the day of the 200th anniversary of the founding of the Pokrovskaya monastery. This event influenced the name of the new church. It was consecrated by Astrakhan Bishop Georgy Orlov in honor of Saint Methodius, the Venerable Sampson the Hospitable, and the Great Martyr Catherine. During the Soviet era, the exterior of the church was altered, and the interior decoration was lost.

In the 1970s, the territory of the former monastery housed the 1st City Tuberculosis Hospital, now a tuberculosis dispensary. The church premises contained a hospital laboratory and archive. Currently, the church has been restored with an onion dome topped with a cross. On July 6, 2012, a prayer service was held in the Catherine Church, and on May 11, 2013, the first Divine Liturgy after the monastery's closure was conducted here. The restoration of the church has begun.

The church is built in the neo-Russian style, without a refectory, and is small in size, resembling a chapel. Originally, it was topped with an iron tent roof with a shiny, gilded eight-pointed cross and an "apple." Similar crosses and smaller "apples" adorned the four side pediments. In the southeastern part of the altar, there were wide doors leading to the crypt, where the church founder E. F. Bashkina rested. In the crypt, there was an icon of the Great Martyr Catherine, before which a lampada burned continuously.