The church in honor of the Icon of the Mother of God 'Relieve My Sorrows' in Bryansk was built in 2018 on the grounds of an old cemetery established in the 19th century. The first prayer service at the future church site took place on January 19, 2014, on the Feast of the Baptism of the Lord, at the cemetery in the Fokino district of Bryansk.

On February 7, 2014, on the day of the celebration of the Icon of the Mother of God 'Relieve My Sorrows', the Rite of Blessing of the Pilgrim Cross and the cornerstone laid for the foundation of the church was conducted.

For four years, while construction was underway, services were held in a temporary church made from construction trailers. The first Liturgy in this temporary church took place on Easter.

By the end of 2018, the construction of the two-tiered church was completed. In the lower tier, a chapel was arranged in the name of the holy and righteous Prince Alexander Nevsky, where the first Liturgy was celebrated on December 6, the day of the saint's memory.