Until the mid-18th century, there was no separate Orthodox cemetery in Astrakhan. Cemeteries were located at monasteries and parish churches in the city. Outside the city, only those who died from epidemics were buried, for example, in 1692-1693, victims of the plague were buried on the Simbirsk hill, which was almost uninhabited at that time. In the early 18th century, when the city cemeteries became overcrowded, the need for a general cemetery arose. In the 1760s, the authorities decided to create such a cemetery to the east of the city, behind the Ioanno-Predtechensky Monastery and the Soldier's Sloboda, up to the vineyard of the Spaso-Preobrazhensky Monastery. A wooden church was built at the new cemetery in honor of Lazarus the Four-Day Dead, probably in 1768, since from that time the Astrakhan fish office paid the church's clergy 100 rubles a year. By the end of the 1780s, the cemetery was full, and foreman Alexey Bazin proposed to move it to a new location behind the vineyard towards the Pokrovsky Monastery, on Ivanovsky Hill. On March 17, 1789, the City Duma appealed to Archbishop Nikifor Theotoky with a request to relocate the Lazarus Church or build a chapel at the new cemetery. On June 20, 1789, merchant Grigory Ivanovich Churekov expressed a desire to build a stone church there in honor of St. Nicholas the Wonderworker, donating bricks, lime, and gravel for this purpose, while planning to collect the remaining funds through donations. As a result, the decision to relocate the Lazarus Church was canceled, and Churekov received permission to build.

The Holy Spirit Church was built in the classical style, with porticos and columns. Its massive square base was topped with an octagonal drum and dome. The refectory, initially separate, was later connected to the church. The two-tiered bell tower was crowned with a spire.

In 1923, the church was seized by Renovationists, and in 1930 it was handed over to the Gregorianists. Bishop Joasaph Rogozhin served in this church, making it his cathedral, but without a choir and parishioners. In 1931, the church was closed and soon demolished. It was located in the center of the old cemetery of Astrakhan, east of the Ioanno-Predtechensky Church. Behind the church was a pavilion where the cemetery clergy gathered on Easter and other holidays. Now, on the site of the church and pavilion, there is a monument to the soldiers who died in World War II.