The warm Christmas church was built over three years, from 1833 to 1836, and another two years were spent on internal and external finishing. The construction was financed from funds that the monastery received from interest deposits held by the Moscow Guardianship Council. A significant role in financing the construction was played by collegiate advisor Dmitry Stepanovich Shnitnikov, who made substantial donations. Later, he was buried next to his wife E.I. Karpova-Shnitnikova in the family crypt, which had existed since 1798 and was included in the structure of the new church. The Shnitnikov family crypt was located on the southern side under the altar of the right chapel of the winter church. The construction used bricks obtained from the dismantling of several monastery buildings, including the old Vladimir church, trade shops, the monastery fence, and the northeastern tower. All work was completed during the tenure of Archimandrite Herman. The main altar of the newly built church, dedicated to the Nativity of the Blessed Virgin Mary, was solemnly consecrated on June 21, 1838, by Bishop John Dobrozakov of Nizhny Novgorod and Arzamas. During this event, Father Herman was elevated to the rank of igumen for his contributions to the improvement of the Oran Monastery. The day before, the left chapel of the church in honor of the Universal Three Hierarchs: Basil the Great, Gregory the Theologian, and John Chrysostom was consecrated. The right chapel in honor of Saint Dimitri of Rostov was consecrated on December 18, 1837.

According to a description from the late 19th century, the winter church of the monastery was a three-altar church built in 1836 with five elevated domes. Its length with the altar was nine fathoms and one arshin, and its width was six fathoms and two arshins. Inside, there were four stone pillars supporting the domes and vaults. The walls of the church with porches had 21 windows with iron grilles and double frames. The doors to the church were double, folding, made by carpenters, with copper hinges and internal locks. The entrance to the porch was decorated with folding iron doors with patterned grilles, covered with sheet iron, with two hanging locks. The domes had 24 windows, and the entire church with domes, cornices, and porches was covered with sheet iron. The gutters and downspouts were also made of iron, covered with tin, and around the central octagon was an iron patterned grille painted black. The heads and five eight-pointed crosses were wrapped in white tin and gilded in 1875. The floor was double: the lower one made of pine small slabs on oak beams, and the upper one made of pine boards painted with ochre. The walls inside and outside were plastered, and inside up to the windows were lined with wooden paneling. There was a room for the sacristy and book storage by the western wall. The church had four stoves, two of which were in the altar, made of white half-tile, with cast-iron dampers and flues.

In 1858, wall paintings were completed in the Nativity church, which were partially replaced in 1901 with images on biblical themes, made with oil paints.