Friday Cemetery, like many other famous Moscow necropolises, was founded in 1771 in response to a plague epidemic. At that time, it was forbidden to bury within the city, and new cemeteries appeared beyond the Kamer-Kollegiya rampart. Wooden churches were immediately built for conducting funerals at each of them. At the cemetery behind the Krestovskaya gate, near the Trinity road (now Mira Avenue), a wooden church was erected in 1772 in honor of St. Paraskeva Friday, which gave the entire necropolis its name. In 1830 and 1835, the wooden church was replaced by a stone one at a new location and received a new dedication, in the name of the Holy Trinity.

In the southern wall of the Trinity church, there remains the tombstone of Fyodor Semyonovich Protopopov, the rector of the church under whose leadership the current building was constructed. A significant part of the funds for the construction was obtained from the will of merchant F.V. Sveshnikov. The church project in the Empire style was developed by architects A.G. Grigoryev and F.M. Shestakov. Attached to the main building of the church on the west side is an elongated refectory, and the entrance is marked by a three-tiered bell tower. The refectory has two side chapels consecrated to St. Paraskeva Friday (in memory of the old cemetery church) and St. Sergius of Radonezh. At the entrance to the cemetery, two symmetrical clergy houses with Empire-style facade decoration were built.

On the site of the old wooden Friday church, there was a chapel, which was replaced in 1916-1917 by a small church in honor of St. Simeon of Persia with a family burial vault of the church builder, constructed with funds from Moscow merchant S.S. Zaitsev. It is made in the neo-Russian style, decorated with stylized battlements reminiscent of the Kremlin wall's finishes, and topped with a single dome.

The oldest of the preserved tombstones date back to the 1820s. Friday Cemetery was originally considered a merchant cemetery. For example, near the entrance is the family crypt of the 'vodka kings' Smirnovs, created by architect G.A. Gelfreyh. However, there are also noble burials, such as the grave of the Moscow governor-general, participant in the Patriotic War of 1812, Count F.V. Rostopchin.

The Trinity church did not close after the revolution, although it lost part of its decoration during the confiscation of church valuables in 1922. The church of St. Simeon of Persia, stripped of crosses and bells, became a storage for cemetery inventory. After the restoration in the 1990s, a chapel was created on its second floor.