In the late 15th and early 16th centuries, a country residence for Grand Duke Vasily Ivanovich of Moscow was built in the new Alexandrov settlement. The central element of the grand ducal court was the Protection Cathedral, which was second in size only to the Assumption and Archangel Cathedrals of the Moscow Kremlin. The date of the cathedral's consecration is recorded in a 16th-century liturgical collection from the Trinity-Sergius Lavra library: "In the year 1513, on December 11, the church of the Protection of the Most Holy Theotokos was consecrated in the new village in Alexandrov, and then the Grand Duke entered the court."

The architecture of the church was inspired by the main church of the Trinity-Sergius Monastery, dedicated to the Holy Trinity. The brickwork of the walls and vaults of the Protection Cathedral contrasted strikingly with the white stone masonry of the columns, portals, and architectural decor. The decorations and ornaments of the church represent an example of the combination of Italian decor and early Moscow white stone carving of the 15th century. In the early 17th century, Swedish diplomat Peter Petrei de Erlesunda described the Protection Church as adorned with multicolored stones, creating a beautiful sight for passersby.

The interior decoration of the church included 16th-century frescoes and royal trophies, as well as gates from the 14th century from the Novgorod and Tver cathedrals. The original iconostasis was a stone altar barrier with frescoes and icons. The main altar was consecrated in honor of the Protection of the Mother of God. In the northern part of the gallery, there was an altar in honor of Sergius of Radonezh, and in the southern part, one in honor of Nicholas the Wonderworker. Beneath the altar was a crypt for burials.

In the 17th century, the clergy of the Protection Cathedral consisted of a protodeacon, two priests, a deacon, two sextons, three watchmen, and a prosphora baker. They received salaries from the royal treasury. Since 1672, payments were made in Alexandrov without the bureaucratic delays of Moscow. The clergy also received grain, cloth, and church supplies. The protodeacon of the cathedral was the senior priest over the clergy of the surrounding villages.

Grand Duke Vasily III, as well as Tsars Ivan IV, Mikhail Fyodorovich, and Alexei Mikhailovich, prayed in the Protection Church. In 1682, the cathedral came under the jurisdiction of the Assumption Monastery and was re-consecrated in honor of the Holy Trinity. Services were conducted by the monastery priests, and the prosphora was baked by the nuns.

In 1687, a new iconostasis was installed in the Trinity Cathedral for the arrival of Tsar Peter Alexeyevich. In the 18th and 19th centuries, repair work was carried out in the cathedral. In 1922, church valuables were confiscated from the cathedral, and in 1923 it was transferred to a museum. In 1946, services resumed, and the cathedral became the only functioning church in the area. In 1992, with the reopening of the monastery, services resumed according to the monastic rule. In 2010, a five-tiered iconostasis was recreated.