The first monastery of the Russian Orthodox Church dedicated to Saint Blessed Xenia of St. Petersburg was opened on March 5, 2010, by the decision of the Holy Synod. Previously, Archbishop of Oryol and Livny Panteleimon sent a corresponding request to the Synod.

In 1897-1898, Grand Duke Sergei and Grand Duchess Elizabeth Romanov acquired the estate around the village of Dolbenkino in the Dmitrovsky district of Oryol province, where the women's monastery is now located. At the estate, under Sergei Alexandrovich, exotic fruits such as pineapples and strawberries were grown, which were unusual for the central part of Russia. After his death in 1906, the estate passed to Grand Duchess Elizabeth, known for her charitable works. Grand Duchess Elizabeth Feodorovna Romanova was canonized.

In the early 21st century, the Holy Elizabeth Convent of Mercy was revived in the village of Dolbenkino, 5 km north of Zheleznogorsk in the Kursk region. It is located in the buildings of a former wine factory from the 19th century, which was destroyed in 1905. The monastery complex includes a church school, a cell building, and economic structures. Since 2000, the convent has had a chapel dedicated to the Holy Passion-Bearers: Tsar Nicholas, Tsarina Alexandra, Tsarevich Alexei, and the Grand Duchesses Olga, Tatiana, Maria, and Anastasia. A holy spring, well, and baptismal font, which are under its patronage, are located 100 meters from the monastery.

By the decision of the Holy Synod of the Russian Orthodox Church, chaired by Patriarch Kirill of Moscow and All Russia, the opening of a women's monastery in honor of Blessed Xenia of St. Petersburg in the village of Dolbenkino, Oryol region, was blessed. On March 5, 2010, the Holy Elizabeth Convent of Mercy became an episcopal women's monastery in the name of Blessed Xenia of St. Petersburg. The elder sister of the monastery was appointed nun Ksenia (Tarabanova), who was given a cross to wear as a duty.

In April 2015, the Holy Elizabeth Spiritual and Cultural Enlightenment Center opened at the monastery. By the blessing of Metropolitan Anthony of Oryol and Bolkhov, the center will engage in educational projects and provide assistance to women and teenage girls in difficult life situations.