The first mentions of the wooden church in honor of the Intercession of the Blessed Virgin Mary in the Kozlenskaya sloboda date back to 1612, when it was burned by "Lithuanian and other thieving people" during the Vologda devastation. In 1626, a new wooden church was built, for which the townsman Ivashka Koporulya, who was killed by Lithuanian invaders, provided the site. In 1678, due to its dilapidation, the church was dismantled, and in 1682, a new wooden church was consecrated with an altar in honor of the Holy Martyr Antipas, Bishop of Pergamum in Asia. In 1694, according to other sources in 1724, during a visit by Peter I, the residents of the sloboda gifted the tsar an icon of the Burning Bush, which he ordered to be kept in the Intercession Church. In 1704, according to other sources in 1709, a stone church in the name of the Mother of God, the Burning Bush, was laid next to the wooden church, which was consecrated on June 8, 1710, by Archbishop Gabriel. In December 1710, the residents of Vologda decided to annually provide oil for two particularly venerated icons in the church. In 1730, at the request of the parishioners, a stone warm church with an altar of the Holy Martyr Antipas was built instead of the wooden Intercession Church. Both churches were combined into one building, which also had an altar of Saints Joachim and Anna. In the mid-19th century, the parish had 394 members, and in 1914, 704 members. In the late 19th century, after damage from the installation of a water supply, major repairs were carried out, and in 1902, the warm church was rebuilt, replacing the vaulted ceiling with a flat one and adding octagonal windows. In 1909, the bell tower was dismantled and rebuilt. In 1930, the church was closed, and the building was occupied by a furniture factory. From 1950 to 1981, it housed a conscription point. Restoration work began in 1985, and services resumed in 1991.

The church building is a two-light square with an octagon, topped with a domed roof with one cupola. The altar part and the tent bell tower were rebuilt in the 19th and early 20th centuries.

The main body of the church is architecturally similar to three modern Vologda churches: the Church of John the Baptist in Roshenye, the Church of Vlasiy of Sebaste, and the Trinity-Gerasimov Church on the Kaysarov stream, which have not survived. These churches were built under the influence of Moscow Baroque, and their prototype was the Church of Tsarevich Ioasaf in Izmailovo.

The altar of the cold church is consecrated in the name of the Mother of God, the Burning Bush. In the warm church, on the right side, there is the altar of the Intercession of the Blessed Virgin Mary, and on the left, the altar of the Holy Martyr Antipas, Bishop of Pergamum.