According to legend, the village was named after the numerous cold springs that still flow from the ground. For a long time, there was no church of its own here: until 1814, Kholodnoe belonged to the parish of the Dmitrievskaya church in the village of Tolstoye, and then for another twenty years, it was attached to the Georgievskaya church in the settlement of Kolomytsyevo. However, from 1837 to 1840, the residents of Kholodnoe built their own church in honor of the apostle and evangelist John the Theologian, and with its consecration, the settlement of Kholodnoe emerged.

In 1898, a new church was built in the village of Kholodnoe, also dedicated to John the Theologian. This temple survived revolutions and wars but could not withstand the "Khrushchev thaw" and was destroyed in 1962.

A new church was built by the Belgorod plant ZhBK-1 using a technology for assembling large-sized structures developed at this enterprise. On May 26, 2000, the consecration of the cornerstone for the construction of a new church in Kholodnoe took place, and on May 29, 2002, Archbishop John of Belgorod and Stary Oskol conducted the rite of consecration for the new temple.