People began to settle this area as early as the Mesolithic era. Several settlements from the early Bronze Age have been found in Kokshaysk. Tribes that came from present-day Arkhangelsk and Vologda regions brought with them the names of the rivers along which they lived, the Small and Large Kokshenga. Modern Kokshaysk is located between the mouths of the rivers now called the Small and Large Kokshaga. The city got its name from these rivers and was founded 439 years ago by the decree of Ivan the Terrible. In the "Rank Book of 1475-1598" there is a record: "That same year, the sovereign Tsar and Grand Duke sent a voivode to establish the new Kokshaysk city. And that spring, they established the city of Kokshaga."

The fortress city was founded during the annexation of the Mari region to Russia to control the local population. It did not have a posad; it housed a military garrison, mainly consisting of archers. In the 17th century, the Kokshaysk archers served on the Don, in Tsaritsyn, Astrakhan, and Chyorny Yar, protecting the southern borders of Russia. For almost 190 years, Kokshaysk was the administrative center of the district, governed by voivodes, and is now the village of Kokshaysk. On July 16, 1774, Emelyan Pugachev was here with the remnants of his army after his defeat near Kazan. The residents greeted him as "Tsar Peter III," under whose name Pugachev acted.

On July 16, 1869, the future Emperor Alexander III visited the village during a trip along the Volga. The Tsarevich, with his family, after praying in the church, donated 100 rubles to the temple and the same amount to the peasants for tax payments, and visited the house of the priest, Father I. Spassky. Alexander left a note about his stay in the village. These and other events can be learned about at the Kokshaysk History Museum, opened in 1994, the year of the city's 425th anniversary. The museum was founded by enthusiast E. Patrushev, a veteran of pedagogical work.

The history of Kokshaysk is closely linked to the history of the 18th-century Intercession Church, the center of spiritual life for many generations. The Intercession Church was built in 1574, shortly after the city's founding, and services began in 1575. Initially, it was wooden, but fires repeatedly destroyed wooden structures, including churches. In 1793, a new stone church was built with the funds of merchant Ivan Ganeshin. The church has two altars, with monumental architecture; the main altar is consecrated in honor of the Intercession of the Blessed Virgin Mary, and the side altar, in honor of Saint Nicholas the Wonderworker. In the 1930s, the church was destroyed, and the lamp that burned in honor of the future emperor was extinguished.

However, the church was later restored. The domes rose again above the temple, and the crosses shone, symbolizing God's grace. On December 4, 1992, on the feast of the Entry of the Blessed Virgin Mary, the church held its first service in 55 years. The Church of the Intercession of the Mother of God in Kokshaysk is one of the Cossack churches.