Next to the Spaso-Preobrazhensky Church in the Kremlin stands the long yellow building of the Epiphany Cathedral. It was part of the Uglich cathedral complex and was intended for winter services, unlike the Spaso-Preobrazhensky Church, where services were held in summer. By the 17th century, there was a warm wooden church of St. Alexius, the Man of God, at the cathedral, and later the Chapel of the Praise of the Mother of God was used for winter services. In the 19th century, the need arose for a large church, which was initially planned to be attached to the Spaso-Preobrazhensky Cathedral on the west side, but it was later decided to build it separately.

Construction began in 1814 and was completed in 1827. In addition to the main altar in honor of the Epiphany of the Lord, the church had two chapels: the Don Icon of the Mother of God and that of Tsarevich Dmitry and Alexander Nevsky. The new church was designed in the classical style and featured a long basilica-like structure with a gabled roof. The facade was adorned with pilasters and large windows. To the east, a semicircular apse adjoined the building, and to the west, a porch with an impressive four-column portico. Above the roof on the eastern side rose a large drum covered with iron, topped with a dome, a small cupola, and a cross. The interior was also interesting: from the modest small porch, one could enter a spacious rectangular hall with two rows of columns. The frescoes by Timofey Medvedev created a strong effect, depicting colonnades and stucco that visually expanded the space and complemented it with small details. The main scenes were likely located on the ceiling. A low single-tier iconostasis in the form of chapels separated the altar area, not completely hiding the rounded apse.

The interior of the cathedral represented a complete classical ensemble with interesting frescoes and decorations. However, during the Soviet era, the building was converted into a club, losing many details and surrounded by ugly extensions. The frescoes were hidden under whitewash, and only the columns remained of the remarkable interior. In the 1980s, the cathedral was partially restored. It now houses an art gallery of the museum with a permanent exhibition of 18th-19th century art.