In the spring of 1895, Sister Leonida approached Bishop Savva with a request to allow the construction of a new church. The bishop gave his blessing. Soon after, the nun received a blessing for the construction from John of Kronstadt, who gave her 20 rubles, saying it was the first donation for the church. He advised her to build the new church without disturbing the old one, so as not to deprive the clergy of their place. Thus began the construction of the cathedral with the blessing of the saint and great Luminary of the Russian land.

On May 12, 1896, the laying of the church in honor of the Life-Giving Holy Trinity took place, with chapels in honor of the Shestakovskaya Mother of God and Saint Blessed Grand Prince George Vsevolodovich. The enormous costs fell on the shoulders of the abbess, Sister Leonida. The construction required cobblestones and large stones for the foundation, which had to be sourced from a hundred versts away, while lime was brought from afar. The brick situation was better, as a brick factory was built five versts from the monastery on its land. Thanks to the mercy of the Mother of God, the church was completed after 12 years. This could have happened sooner if not for the fire on the night of July 8, 1900, when almost all the community's buildings were destroyed, except for the school building. The rebuilt church was plastered, had two heating stoves, and two stoves in the main altar. The iconostasis for all three altars was made in St. Petersburg, the icons of the main altar were also made there, while the iconostasis of the chapel was painted by the sisters of the monastery, mostly the singers.

On December 17, 1906, the Shestakovskaya monastery celebrated the consecration of the cathedral, performed by Archbishop Alexy of Tver and Kashin. On November 26, 1908, the monastery marked the consecration of the second chapel in honor of the Shestakovskaya Mother of God, also performed by Bishop Alexy. Such were the amazing paths of God's providence in the fate of the Shestakovskaya monastery, which transformed from a community into a monastery in 20 years.

In the 1930s, the monastery was destroyed. Only the giant dome on four pillars remained from the cathedral.