In 1837, a site was consecrated in Dnipro for the future Trinity Church. However, the city, which had just completed the construction of the Transfiguration Cathedral and was busy building the Assumption Church, could not start the work. In 1845, timber industrialist Fyodor Duplenko donated 3,000 rubles, which allowed the foundation to be laid, but soon construction was halted again. Duplenko found himself on the brink of bankruptcy and ceased funding. Later, his affairs improved, and before his death in 1848, he donated about 100,000 rubles to the church. In 1855, the church was completed and consecrated in the name of the Holy Trinity. The project was developed by St. Petersburg architects Ludwig Sharlemann and Peter Visconti.

The Trinity Church was smaller and simpler than the Assumption Church and differed significantly from its current appearance. It did not have a bell tower, service buildings, or a wrought-iron fence, which were added later. The church had three altars: the right altar was dedicated to the Kazan Icon of the Mother of God, the left to Saint Andrew the First-Called, and the central one to the Life-Giving Trinity. These altars gave names to three city streets: First-Called Street (now Korolenko), Trinity Street (formerly Red), Kazan Street (now Mykhailo Hrushevsky, formerly K. Liebknecht), and Trinity Square (formerly Red Square).

In 1862, a bell tower was built in front of the church according to the design of a local architect. Later, a connecting chapel was added between the bell tower and the church, nearly doubling the church's area. The funding for these works was provided by merchant Andrey Kirpichnikov and his heirs, who allocated 15,000 rubles.

At the end of the 19th century, the elder of the Trinity Church became merchant Ivan Martynovich Alekseenko. Thanks to his support, the church built a candle shop, 12 stalls at the Lower Trinity Market, a rectory, and a church school. In the late 1900s, major renovation works began. Ukrainian painter Ivan Izhakevich was invited to create new icons and frescoes, producing a series of wall paintings. Notably, the images of the evangelists and saints on the church's pilasters stand out. After Alekseenko's death in 1910, the reconstruction dragged on and was completed only in 1917.

In 1934, under the atheistic regime, the church was closed, the bells were thrown down, and the crosses were removed. The territory was used for warehouses, shops, and workshops. In November 1941, during the German occupation, services resumed. In 1942, the church was partially repaired according to the project of architect Vladimir Samodryga, bells were hung, the walls were plastered and whitewashed, the domes were painted green, and the crosses were returned. Inside, the ceilings were dismantled, and the painted frescoes were uncovered.

After the war, Bishop Andrey Komarov established a Nativity of Christ church in the basement. In the 1950s, major restoration works began inside the cathedral. The surviving frescoes by Izhakevich were restored, lost frescoes were replaced with new ones, a new iconostasis was created, and a porch and balcony for the archbishop's choir were built. In 1985-1987, the cathedral was adorned with chandeliers, new gilded crosses were installed, metal railings, large windows, and side doors were added.

At the turn of the 20th-21st centuries, with the support of Bishop Irinei Seredny, restoration works resumed. In 2009, the chairman of the regional administration, Viktor Bondar, transferred the cathedral building and its structures to the Dnipropetrovsk Diocese.

On the territory of the cathedral is a necropolis where bishops and clergy are buried, including Fyodor Duplenko and Andrey Kirpichnikov. During the bombings of 1941, local residents who died were buried here.

In recent years, the bell tower dome and the central dome of the cathedral have been covered with gold leaf, shining in the sun. Perhaps, over time, the other domes will also become golden.