The Nativity Church in Volsk was built between 1880 and 1886. It was a stone building with a bell tower. After the church was closed, it was first used as a cinema and then as a children's sports school. The building is recognized as a cultural heritage site of regional significance.

In 2004, with the blessing of Bishop Longin of Saratov and Volsk, a parish in honor of the Nativity of Christ was established in Volsk. The parish council appealed to the Chairman of the Federation Council of Trade Union Organizations M.V. Tkachenko with a request to return the building to the faithful. In 2006, large-scale renovation and restoration work on the church began.

On August 8, 2008, with the blessing of Bishop Longin, the dean of the Volsk district, Archpriest Alexey Zemtsov, together with the parish rector, Archpriest Alexander Tkachev, consecrated the dome and cross for the bell tower of the restoring church. On July 3, 2010, Bishop Longin conducted the Great Consecration of the Nativity Church. On August 11, 2012, he also consecrated the chapel in honor of the Holy Prophet and Forerunner of the Lord John in this church.