On November 3, 2008, Archbishop John of Belgorod and Stary Oskol conducted the ceremony of consecration of the cornerstone for the construction of the church in honor of the icon of the Most Holy Theotokos 'Joy of All Who Sorrow' near the administrative building of the strict regime correctional colony in Belgorod (Sosnovka).

The event was attended by the head of the Federal Penitentiary Service for the Belgorod region, Colonel of Internal Service Y. V. Dmitrakov, the head of the colony, Colonel V. N. Avdeev, as well as the command staff, military personnel, and employees.

On April 29, 2013, a cross was solemnly placed on the dome of the church. The dome itself, weighing almost 6 tons, was installed the day before.