The city of Kola was founded by the Novgorodians, who began to settle here as early as the 11th century. The first mention of the city dates back to 1264 in the treaty of Grand Duke Yaroslav Yaroslavich with the Novgorodians. In 1471, the Kola district, including the Kola settlement, was annexed to the possessions of the Moscow rulers along with other Novgorod territories within the Arkhangelsk province. Initially, only chapels were built in Kola, constructed by the Novgorodians.

It is likely that in the late 15th century, the construction of a church in honor of Saint Nicholas the Wonderworker began in the Kola volost, and the Venerable Theodorite founded a monastery at the mouth of the Kola River with a church in honor of the Holy Trinity for the Lapps, whom he converted to Christianity. At the request of these Lapps, Archbishop Macarius of Novgorod sent a priest and a deacon in 1532, who consecrated two churches: in honor of the Annunciation of the Blessed Virgin Mary and Saint Nicholas the Wonderworker, likely the one that began construction in the late 15th century. An hieromonk named Elijah served at these churches, who in 1553 consecrated the Trinity Monastery on the Pechenga River and tonsured its founder, the Venerable Trifon, into monasticism. These churches became the foundation of the Kola parish, which remained the only one for the Lapps of the Murmansk coast and inner Lapland for a long time. In 1684, a new cathedral was consecrated in the name of the Resurrection of Christ with two chapels: in honor of Saint Nicholas the Wonderworker and Great Martyr George. This cathedral was completely destroyed on August 11, 1854, by the Anglo-French squadron.

In the late 18th century, it was decided to build a stone church to replace the dilapidated Annunciation Church. Catherine II donated 8,000 rubles for its construction. The altars of the church: the main, cold, in honor of the Annunciation of the Blessed Virgin Mary; the southern, warm, in the name of Saint Nicholas; the northern, in the name of Alexius, the man of God. The church has survived to this day.