The village of Burgun-Madzhary was founded in 1743 near the ruins of the ancient Tatar city of Madzhary and was originally called Caucasian Usvyat.

Since 1764, these lands belonged to the Attorney General of the Russian Empire A. A. Vyazemsky. In 1794, retired General P. M. Skarzhinsky purchased 14 thousand desyatins of land from the widow of Prince Vyazemsky and planted vineyards, the vines for which were brought from France. The wine produced here resembled Burgundy. Since then, the village has been called Burgun-Madzhary.

The first residents built a wooden church in the village, which had fallen into disrepair by the mid-19th century. In 1854, a new stone church was erected in the center of the village in honor of the Holy Trinity. In the 1930s, the church was closed and turned into a grain storage facility, losing its dome, windows, and doors. However, since 1939, services resumed, and priests from Budyonnovsk and Levokumsky began to minister to the faithful.

In the early 1990s, with the blessing of Metropolitan Gideon of Stavropol and Baku and at the initiative of the village administration head M. Klimov, Cossack society ataman V. Kozlov, and parishioner M. Shemetov, work began to restore the church. In 1992, Mikhail Shemetov was ordained a priest, and in 1996 he was appointed the rector of the Holy Trinity Church, where he serves to this day. The Holy Trinity Church is the only architectural monument of the 19th century in the Levokumsky district.