The church was built in 1802 and consecrated in 1803 in honor of the holy martyr queen Alexandra and the righteous saint Joseph the Betrothed, who are the heavenly patrons of Grand Duchess Alexandra Pavlovna Romanova and Archduke Joseph of Habsburg. It is a court church and a historical monument. It is the oldest surviving Russian Orthodox church outside the former imperial Russia, considering standalone buildings rather than house churches.

The church's feast day is celebrated on May 6, the day of Saint Alexandra. On this same day, Saint George the Victorious is also honored, which sometimes leads to the church being mistakenly named in his honor. The official name of the church in 19th-century documents is the court burial church of Saint Alexandra in the village of Irem, Hungary.

It is also referred to as the Ofen Spiritual Mission. Ofen is the Austrian name for the city of Buda, the capital of Hungary during the Austro-Hungarian Empire, before the unification of Buda and Pest into Budapest. Many Russian churches and missions abroad during the synodal period were called spiritual missions. The Hungarian name of the settlement Urom is difficult to convey in Russian. In the early 19th century, it was written as 'Irom', and later, in the late 19th century and beyond, as 'Irem'. Beneath the church is a crypt where the remains of Grand Duchess Alexandra Pavlovna are laid to rest, which is why the church is sometimes referred to as a mausoleum in Hungarian sources. Surrounding the church is a Russian cemetery where priests, deacons, singers, and their families who served at the church for two centuries are buried.