The Trinity Church in Pyongyang, located in the Chongbäk district by the Taedong River, is the only functioning Orthodox church in North Korea and belongs to the Korean Diocese of the Russian Orthodox Church.

In 1931, Pavel Afanasyev, a former psalmist of the Russian spiritual mission in Korea, came under the jurisdiction of Archbishop Meletius (Zaborovsky) of Harbin, who was under the jurisdiction of the Russian Orthodox Church Outside Russia (ROCOR). In May 1933, Afanasyev was ordained as a hieromonk and established a missionary station in Pyongyang, where he converted about 450 Koreans to Orthodoxy. However, after World War II, the missionary station ceased to exist, as did many other Christian organizations.

On August 22, 2002, during a visit to Russia's Far East, North Korean leader Kim Jong Il visited the church of St. Innocent of Irkutsk in Khabarovsk and expressed interest in Orthodoxy. He expressed a desire to open an Orthodox church in Pyongyang and asked Russian Ambassador Andrei Karlov why he had not been offered to build a church earlier. Karlov replied that it would be interference in the country's internal affairs, to which Kim Jong Il countered that it would be good advice.

On June 24, 2003, Archbishop Kliment of Kaluga and Borovsk consecrated the first stone of the new church. That same year, four students from North Korea enrolled in the Moscow Spiritual Seminary. The church's design was developed by Korean specialists based on Russian church architecture of the 17th and 18th centuries. The construction was financed from the budget of North Korea, as well as with support from the Primorsky Krai administration and Russian businessmen. The Russian Orthodox Church provided church utensils, icons, and bells.

In June 2006, the chairman of the Orthodox Committee of North Korea, Georgy Ho Ir Zin, appealed to Patriarch Alexy II of Moscow to accept the church into the fold of the ROC, which was approved by the Holy Synod in July of that year. On August 13, 2006, Metropolitan Cyril of Smolensk and Kaliningrad led the solemn consecration of the church, during which Deacon Theodore Kim was ordained as a presbyter. The next day, Deacon John Ra was ordained to the rank of presbyter.

In October 2006, Metropolitan Sotirios (Trampas) from the Korean Metropolis of the Patriarchate of Constantinople, with the permission of the Moscow Patriarchate, served in the church on the feast of the Protection of the Theotokos, mentioning the name of Patriarch Alexy II of Moscow.

Initially, the parishioners of the church were mainly employees of the Russian embassy in Pyongyang and diplomats from other Orthodox countries accredited in North Korea. Delegations from Russia also visited the church.

In the summer of 2015, icon painters from the artel 'Joy' decorated the walls of the church with paintings, which were consecrated in October of the same year by Bishop Innocent of Ussuriysk. In August 2016, four Korean novices were sent to the Khabarovsk Spiritual Seminary.

In October 2018, the Russian Orthodox Church severed Eucharistic communion with the Patriarchate of Constantinople. In December of the same year, the Korean Metropolis of the Patriarchate of Constantinople claimed the Pyongyang church as its own, which surprised the Russian embassy. Due to the inability to care for the Russian flock in the churches of the Patriarchate of Constantinople and to develop missionary activity on the peninsula, on December 28, 2018, a Patriarchal Exarchate was established in Southeast Asia, including North and South Korea. On February 26, 2019, the Holy Synod of the ROC established the Korean Diocese within the Exarchate in the territories of North Korea and the Republic of Korea.