In 1709, a church was built in the underground chambers. Its dimensions are 9 by 6 meters, and the vault is supported by four columns, each over a meter in diameter. Obtaining permission to consecrate the underground church proved to be a challenging task. Metropolitan Stefan Yavorsky, acting as patriarch, granted permission to open the church only on May 30, 1711, after a petition from the princesses Maria and Theodosia, sisters of Peter I. They donated an iconostasis with icons, liturgical books, tin vessels, vestments, money, and fourteen relics of the Kyiv-Pechersk miracle workers, which were kept under the altar.

Services in the underground church continued until the 1730s. Due to inadequate ventilation, dampness damaged the wood and books. After the departure and death of the monastery's founder, John, the church was not used for a long time.

In August 1778, during the consecration of the new Dormition Cathedral in the Sarov Desert, Bishop Hieronymus of Vladimir visited the underground church and proposed to resume services there. Repairs were needed for this. Nikolai Afanasyevich Radishchev from Penza, the father of the writer A.N. Radishchev, offered his assistance. He purchased a marble slab for the altar, made in St. Petersburg. A cast-iron iconostasis was also made, a ventilation shaft was installed, and a dome with a cross was placed above it. After the repairs, Bishop Hieronymus consecrated the church on August 15, 1780.

Due to dampness, the iconostasis and church utensils in the Church of Anthony and Theodosius had to be renewed. Under the abbacy of Joseph, the cast-iron iconostasis was replaced with a copper one, silver-plated with gilded icons. The iconostasis was 5.6 meters long and 2.1 meters high. Services were held once a year, on the day of the memory of the Kyiv-Pechersk miracle workers, while the caves were used for excursions.

On July 18, 1903, during the canonization of Seraphim of Sarov, Nicholas II visited the caves.

During the Soviet era, the entrances to the caves were filled with debris. In 1992, the Sarov Desert association discovered the entrance to the caves and an inscription on one of the columns: "In the year 7199. From the Birth of Christ 1691, the 14th indiction, this cave began to be dug. In the year 1711, the 6th indiction, on May 6, this church of the venerable fathers Anthony and Theodosius of the Caves was consecrated."

In 1995, the cave complex was transferred to the city museum. From 2000 to 2002, repairs were carried out: over 300 meters of galleries were cleared, an entrance and an emergency exit were arranged, dangerous areas were reinforced, ventilation shafts were restored, and lighting was installed. In 2003, a metal iconostasis was installed in the Church of Anthony and Theodosius. In 2006, the complex was transferred to the Russian Orthodox Church.

On September 6, 2011, Archbishop George consecrated the cave temple in honor of Anthony and Theodosius of the Kyiv-Pechersk. Currently, about 400 meters of underground passages have been restored.