The Holy Trinity Church was one of the first temporary churches, the fourth after the Assumption Cathedral, the Resurrection Hospital Church, and the Nikolskaya Cossack Church. It was built and consecrated in 1740 for the Penza regiment, and in 1745 it was moved from Samara to Orenburg, which became the center of administration for the Orenburg region in 1743. In 1744, the church became military for the Nizhny Novgorod regiment battalion, transferred from Ufa. Originally wooden, it was rebuilt in stone between 1781 and 1786. Of the first four churches, only the Trinity Church survived until the Soviet era. The others ceased to exist: the Assumption Church was replaced by the stone Introduction Cathedral in 1758, the Nikolskaya Church burned down in 1786, and the Resurrection Church was dismantled due to dilapidation and replaced by the Exaltation Church in 1770.

Construction of the stone Trinity Church began in 1774 with state funds and donations from citizens in memory of Orenburg's liberation from the siege by Pugachev's forces. Due to a lack of funds after a long siege, construction lasted eight years, and the church was consecrated in 1783. The building suffered repeatedly from city fires, especially in 1786 and 1879. The bell tower was added in 1807, and in 1828, two chapels were added: the right in honor of the Assumption of the Blessed Virgin Mary and the left in the name of Saint Nicholas the Wonderworker, in memory of the disappeared Assumption and Nikolskaya churches. The main altar was dedicated to the Holy Life-Giving Trinity.

In 1876, with funds from the elder Grigory Pozharsky, the church was enclosed with an iron fence with stone pillars and gates. After the fire in 1879, the church was restored with donations collected from parishioners and through subscriptions in various cities. Merchant Ivan Shibaev and church servants, including rector Matvey Lyubochestnov, actively participated in fundraising. Merchants Zaryvnovy, Moshkovy, Vanyushiny, Ryzhkovy, and the Sachkov brothers, as well as Mikhail Motalyev, made significant contributions. With the funds of Vasily Myakinkov and Ivan Sachkov, a gilded iconostasis with 22 icons was created, four of which were made by the Moscow Academic School of Painting. The church was consecrated on March 21, 1882. It was adorned with gilded domes and crosses, and trees and lilacs grew around it. Honorable citizens were buried near the fence.

After restoration, the church accommodated up to one and a half thousand people. It stood on a small square next to fish stalls and the house of Princess Imeretinskaya. The southern side faced Neplyuevskaya Street, opposite which were women's educational institutions. In 1892, parishioners built a chapel with five domes in the market in memory of the salvation of the royal family in 1888. There was also a house with apartments for the needy near the church.