The name of the cathedral is linked to one of the most tragic events in Russian history. The Church of the Savior on Spilled Blood was built on the site where Tsar Alexander II was assassinated by a member of an underground group, Ignaty Grinevitsky. This occurred on March 1, 1881, when the emperor's carriage turned onto the Catherine Canal. For the assassination, Grinevitsky used a homemade bomb, resulting in several casualties.

After the murder, a commission was established to commemorate Alexander II, and a competition was announced for the best design of the church. By noon on December 31, 1881 (January 12, 1882), 26 anonymous projects were submitted.

Famous architects from across the country participated in the competition. The new emperor, Alexander III, insisted on a Russian style for the building and a separate chapel at the site where the blood was spilled. Only on the third attempt was the project by Alfred Parland, a professor at the Academy of Arts, chosen. The church was laid in 1883; construction proceeded quickly, but the finishing took 10 years, and it was consecrated in 1907.

Since its opening, services have been held in memory of the slain emperor. After the socialist revolution, the cathedral faced attacks from the new authorities, services ceased, and funding was completely stopped.

For some time, it was used as a vegetable storage facility, during the blockade as a morgue, and after the war as a storage for theatrical scenery. It was considered for demolition several times, but in 1970, restoration began. Since 1997, the renovated church has been open to visitors again, and in 2004, services resumed.

In 2015, a ranking of popular tourist attractions in Europe was published, in which the Church of the Savior on Spilled Blood ranked 12th.