In 1820, the creation of a cemetery began in the northeast of the village of Alexeyevka. In 1845, Count D. N. Sheremetev and parishioners started the construction of a church in the name of all Saints, which was nearly completed by 1860. However, due to weak soil and mistakes in site selection, the church soon collapsed.

In 1869, a new site was chosen for the construction of a church in the name of Blessed Prince Alexander Nevsky, and its construction was completed in 1888. The consecration of the church was conducted by Benjamin, Bishop of Voronezh and Zadonsk.

According to the memories of the locals, the church was never closed. Even during the occupation of Alexeyevka by German troops, services continued to be held there. The entrance door of the church bears bullet marks, and on the southern side of the wall, there is a sealed breach from an armor-piercing shell that penetrated a wall 1 meter 10 centimeters thick and fell onto the choir.

In 2012, a spiral staircase was installed in the church leading to the bell tower, and new bells were acquired. There are now eleven bells, the largest of which weighs 450 kg.

Today, the church in the name of Blessed Prince Alexander Nevsky is recognized as a monument of architecture.