In Moscow, parish cemeteries existed for a long time: each church had its own small burial ground for local residents. Since the time of Peter I, attempts were made to prohibit burials within the city limits, but real changes only began under Empress Elizabeth. As part of the gradual abolition of parish cemeteries (they ceased to be used after the plague epidemic in Moscow in 1770-1771), a special cemetery for the non-privileged classes, that is, for the poor, was created. It was located near Maryina Roshcha and became the first citywide cemetery, opened in 1750. A cemetery church was built for the funeral rites and remembrance of the deceased, a small wooden temple in the name of Saint Lazarus the Four-Days Dead, after which the cemetery was named Lazarevskoye.

Over time, the wooden church fell into disrepair, and in 1782, the president of the Moscow magistrate, titular advisor Luka Ivanovich Dolgov, received permission to build a stone three-altar church and almshouse at his own expense. After his death in 1783, his widow Susanna Filippovna took over the construction, completing the work in 1787. Luka Ivanovich was buried inside the church, and his marble tombstone in the shape of angels was preserved until the 20th century. Interestingly, his brother Afanasy Ivanovich Dolgov also became a church builder, reconstructing the church of the Icon of the Mother of God "Joy of All Who Sorrow" on Bolshaya Ordynka.

The main altar of the church was consecrated in honor of the Descent of the Holy Spirit, while the side chapels were dedicated to Saint Lazarus and Saint Apostle Luke, the patron of Luka Dolgov. The architect of the church was Elizvoy Nazarov, although there is a version that the project belongs to Vasily Bazhenov, who was married to Dolgov's daughter. The interiors were decorated by masters of their time: the frescoes were done by the Italian Antonio Claudio, and the icons were created by Giovanni Scotti. The church is designed as a round rotunda with two rows of windows and topped with a round lantern with a dome and cross. The refectory, originally short, ends with a four-column portico with two bell towers, making the church unique in Orthodox architecture.

In the early 20th century, the church needed expansion. According to the project of architect S.F. Voskresensky, from 1902 to 1904, the refectory was increased more than twice, and the side facades received pilaster porticos. The western entrance composition was dismantled and restored in a new location, preserving the general features of the church but changing its proportions.

From 1914, the church was served by Archpriest Nikolai Alexeyevich Skvortsov, a well-known priest and professor at the Moscow Spiritual Academy. On the night of June 14-15, 1917, he was killed along with his wife in their own home near the church; the murderers targeted the funds he had collected for a children's orphanage. The archive of Father Nikolai has been preserved and is located in the Russian State Library.

In 1932, the church was closed, and its last rector, Archpriest Ioann Smirnov, was executed. The building was used as a dormitory and workshops for the Operetta Theater. In 1934, the destruction of Lazarevskoye Cemetery began, and a park called "Festival" was created in its place. The exterior of the church changed little, but the interiors were destroyed, and the space was divided into two floors. In 1991, the process of transferring the church to the community of believers began, which was completed a few years later. In 2000, a chapel was consecrated near the church in memory of those buried in the former cemetery.