Next to the Bogolyubsky Cathedral is a complex of red brick buildings belonging to the Bogolyubsky Women's Monastery. In 1867, a merchant from Kozlov, Fyodor Gavrilovich Voronov, decided to use his funds to build two stone buildings for the women's community by the Bogolyubsky Cathedral, and between them, a church with two altars. The main altar was dedicated to the Most Holy Theotokos "Relieve My Sorrows," and the right chapel, to Saint Great Martyr and Healer Panteleimon. After receiving permission from the Spiritual Authority and preparing the building plans, construction began on May 6 of the same year. By the autumn of 1869, the work was completed, and on December 4, the abbess with the sisters and benefactor Fyodor Gerasimovich Voronov thanked the Lord and the Mother of God for the successful completion of the construction. On the same day, the sisters moved into the new monastery.

On December 13, 1869, at the invitation of Voronov and the abbess, Bishop Theodosius Shapovalенко of Tambov arrived at the monastery. On December 15, he consecrated the main church in honor of the Mother of God "Relieve My Sorrows." In 1875, according to a decree from the Holy Synod, the Kozlovsky Bogolyubsky women's community was transformed into a dormitory women's monastery. The monastery church was richly decorated, and the harmonious singing of the sisters attracted many worshippers even on weekdays. The church housed Orthodox relics, including a part of the Lord's Cross and the relics of 33 saints.

The monastery grounds contained many utility buildings and wings. The monastery had its own wooden bell tower, library, orphanage, and church-parish school for orphaned girls and parish children. In 1918, the monastery church was closed, and a children's home was established in its premises. The dome with the cross and drum were removed. In the late 1920s, the Kozlovsky District Museum, the District Labor Department, and other institutions were located here. In 1943, the former monastery cells were transferred to the city housing department and converted into communal apartments, where dozens of families still live today.