The Russian presence in France began in the 18th century. In the 19th century, about a thousand Russians lived permanently or temporarily in Paris, and they had no other place to pray except the Russian embassy.

In 1847, a priest from the Russian embassy, Joseph Vasiliev, began designing a permanent church. The completion of the project was delayed due to the inertia of the Russian government and the sluggishness of the French administration, but eventually Napoleon III gave his consent. The construction was mainly financed by donations from Russians in Russia and other countries. Tsar Alexander II personally contributed about 150,000 francs in gold. The project generated great interest in France, and donations from Orthodox Christians were joined by contributions from Catholics and Protestants.

The new church was consecrated on September 11, 1861, by the vicar of the St. Petersburg diocese, Bishop Leonty (Lebedinsky) of Revel, and dedicated to Saint Prince Alexander Nevsky.

In 1922, the church received the status of a cathedral when Archbishop Evlogy (Georgievsky) made it the administrative center of his diocese for Russian emigrants.