The cathedral is located on the site of the former city cemetery, part of the former Fair Square, now the A.K. Tolstoy Park and the Dynamo Stadium. It was built between 1827 and 1831 at the initiative of local merchant A.A. Babaev in memory of the visits to Bryansk by Emperors Peter I in 1709 and Alexander I in 1823. In October 1709, Peter I held a review of the Bryansk garrison troops and the troops heading to the front at Fair Square. A camp of the Preobrazhensky Regiment was also located here, for which a chapel was built. On November 29, 1791, the Synod issued a decree prohibiting the burial of deceased parishioners near churches, after which part of the square was allocated for a cemetery, and a wooden church was erected on the site of the chapel. In 1798, it was repaired and roofed. After Alexander I's visit to Bryansk, merchant Afanasy Babaev, who hosted the emperor, began the construction of a stone church on the site of the wooden one. After 1840, according to the project of architect Bogdanov, the western narthex was rebuilt into a two-story refectory, connecting the church with a separate bell tower, which has not survived. By the decree of the Bryansk Regional Executive Committee No. 39 dated April 28, 1927, the church was closed for use as a morgue. The last priest, Simeon Vasilyevich Komyaginsky, was arrested and sentenced to five years of exile in 1930. In 1933-1934, the cemetery was demolished, and construction of the park and stadium began in its place. The church building was used as a gym. In 1947, part of the window openings were bricked up, and the facades were partially altered; in 1955, architect A.E. Pevtsov replaced the dome's head with a belvedere topped with five-pointed stars. Since the early 1990s, believers have sought the return of the church. On September 19, 2005, the church was returned to the Bryansk Diocese by the regional administration. On September 21, 2005, Bishop Theophylact of Bryansk and Sevsk conducted the first Divine Liturgy in the church on the feast day of the Nativity of the Blessed Virgin Mary, marking the beginning of the revival of another city parish.