In 1734, the residents of the local settlement appealed to the Astrakhan bishop Illarion for permission to build a church in honor of the Nativity of Christ. After receiving a blessing, they decided to erect the church on an elevation located north of the settlement behind the Apothecary Garden. This choice was due to the lack of suitable dry land for construction in the settlement. To the north of the elevation was the large lake Blyablin, and on the southern slope were the Apothecary Garden and the gardens of local residents. Therefore, the church was long referred to as 'Nativity of Christ, which is in the gardens.'

The exact time of the consecration of the first church is unknown, but by 1738 it already existed and had an altar in honor of Saint Nicholas the Wonderworker. Later, the residents of the Nativity settlement wanted to build a stone church. On December 30, 1759, a new stone church was consecrated on the Nativity Hill. The stone altar in honor of Saint Nicholas the Wonderworker was consecrated on April 26, 1765. In 1845, this altar was dismantled, and the church was rebuilt according to a new plan with two side altars. The rebuilt church was consecrated on October 21, 1845, by the Astrakhan bishop Evgeny Bazhenov. The altars were consecrated: the northern in honor of Saint Nicholas on November 16, 1844, by the archimandrite Vassian Chudnovsky, and the southern in honor of the icon of the Mother of God 'Burning Bush' on the same day by Archbishop Smaragd Kryzhanovsky. All the work on the reconstruction and arrangement of the side altars was funded by the Astrakhan merchant Ivan Ivanovich Plotnikov, who died in 1844. His son Nikolai Plotnikov completed the construction, spending over 80,000 rubles. In 1896, work began on expanding the church, completed the following year. The refectory was expanded with the side altars moved to the same level as the central one. The second tier of the bell tower was completely rebuilt. In 1911, a new wooden dome, covered with iron and plastered inside, was erected over the church. In 1923, the church was seized by the Renovationists. In 1938, the church was closed by the Soviet authorities, and the bell tower was dismantled that same year. In October 1946, the church was handed over to the Old Believer community of the Belokrinitsky agreement, which had a wooden church of the Intercession of the Mother of God with a tall bell tower in Astrakhan until 1917. This church was demolished in the 1930s, and a complex of buildings for the KGB, now the FSB, was built in its place. The Old Believers renamed the church from the Ascension of the Lord to the Church of the Intercession of the Blessed Virgin Mary.

In 2014, work began on reconstructing the bell tower and restoring the church under a program from the Ministry of Culture of the Astrakhan Region. It is difficult to say how the church originally looked, as it was completely rebuilt in the late 19th and early 20th centuries. It can be assumed that it was designed in the classical style, with a characteristic division of space into a narthex, refectory, church, and altar. The side altars were located on either side of the refectory. After the reconstruction, the church was combined with the refectory into a single cubic structure, on which rested a drum 'octagon,' reminiscent of ancient Russian style. The rebuilt bell tower was topped with a tent-like roof, which also indicated a return to the past. The completion of the reconstruction was the change in the shape of the dome in 1911, which gave the church a more airy appearance and reminded of ancient Russian architecture.

The interior paintings of the church were completed in 1845 and updated in 1906. In the same year, the floor was laid with patterned tiles, three mosaic pulpits were arranged, and a mosaic porch was created. All three iconostases were made in 1897, three-tiered and gilded on poliment.