The All Saints parish was founded in 1930 by its first rector, Father Mikhail Danilchuk. Initially, services were held in a Protestant church, but in 1932, after the arrival from Yugoslavia of Bishop Ioasaf Skorodumov, the parish began construction of its own church on a plot donated by a parishioner's family. The construction was completed in 1934, and on October 21, the church was consecrated by Bishop Ioasaf. The period of Bishop Ioasaf's stay in Calgary from 1932 to 1937 became a time of flourishing parish life. In addition to regular services, cultural and educational activities were actively developed: lectures, reports, and discussions were held, and a library with many pre-revolutionary publications was organized.

The number of parishioners increased so much that even the expanded church could not accommodate everyone. In June 1959, an extraordinary meeting was held to discuss an important decision: to completely reconstruct and expand the old church or to build a new one. The project was approved, and on the Feast of the Protection in 1961, Bishop Savva Sarayevich solemnly laid the foundation for the new church. Thanks to the selflessness and cooperation of parishioners and well-wishers, the construction proceeded without delays, and on December 10, 1962, Bishop Savva performed the minor consecration, after which the first Divine Liturgy was celebrated in the new church. It is worth noting that parishioners worked on the construction after their workday and until late in the evening, as well as on holidays, sacrificing their free time.

Alongside the spiritual life of the parish, cultural and educational activities were also actively developed. A choir was organized, which gave several concerts on local radio. A theater group staged plays by famous Russian playwrights. The library, founded by Bishop Ioasaf and supplemented by donors, operated successfully. In the lower part of the church, a Saturday school was held where children studied the Russian language, history, geography, and literature. Children's Christmas parties and evenings for adults were also organized.