Prince Alexander Nevsky is one of the most revered saints in Rus. In 1897, a stone church was built in his honor near the railway station square in Slavyansk, replacing a wooden prayer house that had existed there for two years. The construction of the church was initiated by railway workers in honor of the abolition of serfdom by Emperor Alexander II. The church was named after Alexander Nevsky, as he was considered the patron of the emperor, and a bronze monument to Alexander II was installed on the southern side of the church.

Since 1924, the church was used jointly by the Russian Orthodox and Ukrainian Autocephalous Orthodox Churches, with the UAPC occupying one of the chapels of the cathedral.

In 1937, the church was closed, the bells were thrown down, and many icons were burned. The building of the church was first converted into a sports hall and then a cafeteria. In December 1941, with the permission of the German authorities, church services resumed in the Cathedral of Alexander Nevsky. This time, the entire cathedral was under the jurisdiction of the UAPC, while the Russian Orthodox Church received the premises of the railway cafeteria. The UAPC remained here until September 1943, with a break for the events of February 1943. During the battles for Slavyansk, German bombs and shells repeatedly fell on the church grounds, but none of them exploded. In December 1944, the church reopened as a Russian Orthodox church, and services have not ceased since then.

Since 1994, the Holy Alexander Nevsky Church has become the cathedral of the city.

On June 16, 2014, after the evening service, the Alexander Nevsky Cathedral of Slavyansk and the surrounding area were shelled. Several shells hit the churchyard, at least three or four. Despite the ongoing hostilities and the threat to life, priests continued to hold services in the churches of Slavyansk, and people came there to pray.