The Intercession Church is located in the center of modern Pokrovskaya Gora, named after the Church of the Intercession of the Holy Virgin, built in the city fortress. After the abolition of the Bryansk Diocese, likely in 1500, the Cathedral was moved from the Spaso-Grobovskaya Church to the ancient Intercession Church of the Bryansk fortress, which became known as the Bryansk Intercession Cathedral. In 1626, with the funds of Bryansk landowner E.T. Alymov, a new two-story church was built to replace the old wooden one. The lower church was consecrated in honor of St. Alexius, Metropolitan of Moscow and all Russia, the Miracle Worker, while the upper, summer church was dedicated to the Intercession of the Holy Virgin. In 1798, the Transfiguration Church of the Polikarpov Monastery became the city cathedral, and the Intercession Cathedral became a parish church, which from 1876 was attached to the Transfiguration Cathedral. In 1896, the church was handed over to the 144th Infantry Kashirsky Regiment, and services were conducted by regimental priests. In April 1919, the military church of the former Kashirsky Regiment was closed and repurposed as a school. After that, the building was repeatedly reconstructed for the needs of government institutions, and the dome and bell tower were demolished.

Services in the church resumed on May 24, 1991, after the consecration of the upper church by Bishop Paisiy of Oryol and Bryansk. On February 25, 1995, Archbishop Melchizedek of Bryansk and Sevsk consecrated the lower church in honor of St. Alexius, Metropolitan of Moscow. On February 9, 1996, the chapel in honor of the Venerable Oleg and Polikarp of Bryansk was consecrated, where the Sacrament of Baptism is performed.