The first mention of the village dates back to 1718, when it had only 26 residents. By 1895, the population had grown to over 2,000 peasants, making Gryaznoye the largest village in the Shchigry district.

Among the main attractions of Gryaznoye were two churches: the majestic two-altar Trinity Cathedral and the icon of the Mother of God "Burning Bush," as well as a small wooden church dedicated to St. Nicholas, Archbishop of Myra in Lycia. During the Soviet years, the Trinity Cathedral was dismantled for building materials, and the Nicholas Church was burned down.

In the 2000s, a new St. Nicholas the Wonderworker Church made of red brick was built on the site of the cathedral, thanks to the efforts of local residents and benefactors.