Since the late 17th century, charitable institutions of the public welfare order operated in Kursk, occupying a large estate at the intersection of Sadovaya and Semyonovskaya streets. In 1830, the Sorrowful Church was built and consecrated in the hospital building, next to which a chapel was later erected. Documents about it are kept in the State Archive of the Kursk Region. In particular, the chapel is mentioned as active in the report on the Sorrowful Church at the provincial zemstvo hospital for the year 1916. In the 1930s, the building lost its dome.

Until 2004, the chapel was part of the buildings of City Hospital No. 1. On January 2, 2004, with the blessing of Metropolitan Juvenaly of Kursk and Rylsk, an Orthodox community was established in honor of the Icon of the Mother of God 'Joy of All Who Sorrow' to restore the church. On February 6, 2004, the community was officially registered. On July 23, 2004, the property management committee transferred the building of the former chapel for free and indefinite use to the community. On July 29, 2004, by the decree of Metropolitan Juvenaly, Priest Vadim Sanin was appointed as the rector of the parish. In August 2004, Metropolitan Juvenaly consecrated the antimins for conducting the liturgy in the church. The first service took place on the Feast of the Transfiguration of the Lord.

On November 6, 2007, the church was consecrated by Archbishop German of Kursk and Rylsk.