On May 19, 1566, the construction of the church in honor of the Caves miracle workers Anthony and Theodosius began. A year later, when the construction was nearly complete, the stone vault collapsed. By order of the abbot Sergius, the rubble was cleared and work continued. The new church was pillarless, with one dome, rectangular in shape with one apse, a warm refectory, cellars, and a bread storage in the basement. Contrary to tradition, the altar was placed not in the east but in the south. The architecture of the church reflected Moscow-Suzdal forms. The strict appearance of the temple was softened by decorative window frames of the second tier and cornices. In 1677, the church collapsed due to dilapidation. During construction work, the middle pilasters were destroyed when new windows were made. In 1806, an extension was added to the old entrance on the left to expand the sacristy. In 1832, the old entrance was finally sealed. In 1807, the former refectory was converted into a chapel in memory of the miraculous Svyensk icon. The old gabled roof was replaced with a semicircular one in 1860.

The church was damaged during the explosion of the cathedral in 1930. The Church of Saints Anthony and Theodosius of the Caves was restored by 2012.