The Trinity Church, located on the site of the current cathedral, is first mentioned in the early 17th century. This place, a former kremlin, is central to the life of the city. The modern cathedral has stood here for about 200 years, but the history of the wooden and stone Trinity churches that occupied this site spans just as long.

In 1610, in Kaluga, False Dmitry II was killed by one of his associates. In connection with his burial, the wooden Trinity Church is mentioned for the first time. Eight years later, the Zaporizhian Cossacks, led by Sahaidachny, captured and ravaged Kaluga, and the church burned down in the fire. It was soon restored.

In 1626, the church is described as wooden, with two tents and a chapel of John the Theologian. In 1687, a stone church was built on the site of the old wooden church with funds from the widow of boyar S. T. Khitrovo, Anna Petrovna, in memory of Tsar Fyodor Alexeyevich. This church stood for a hundred years and fell into disrepair. In 1786, the construction of a new cathedral began, lasting 33 years. Catherine II allocated the first funds for the construction, and the cathedral was consecrated under her grandson Alexander I, after the Patriotic War. The old cathedral was dismantled, and its materials were used for the new one, but services continued until 1799.

The cathedral's design was developed by provincial architect Ivan Denisovich Yasnigin, a student of Kazakov. The architecture of the cathedral is simple and concise, but the structure is unique due to the first large unsupported dome in Russia. The external diameter of the dome is 20 meters, and the internal, almost 17 meters. During the same years, the Kazan Cathedral in St. Petersburg was built with a dome diameter of 15 meters. Both cathedrals were completed in 1811, but the finishing work in the Kaluga cathedral was interrupted due to the 1812 war. The consecration took place on April 10, 1819. The internal height of the cathedral is 36 meters, and the bell tower is 70 meters. It was the largest cathedral in the region.

In the 19th century, the Trinity Church was for the people of Kaluga what the Cathedral of Christ the Savior was for Muscovites, serving as a monument to the victory of 1812. It housed the banners of the Kaluga militia and the banner of the Azov Infantry Regiment. Inside, there was an 8-meter iconostasis by architect M.F. Kazakov, the only known one in Russia.

During the Soviet era, the church was desecrated, and the iconostasis was lost. In 1924, the cathedral was closed and repurposed as a House of Defense. It housed circles of Osoaviakhim, a PVC school, a cinema, and even a zoo. In the autumn of 1941, during the retreat of the Red Army, it was decided to blow up the cathedral, but the head of the PVC school replaced the explosion with arson. The church burned inside but withstood. Since the 1960s, it housed a sports school. On August 23, 1991, the Trinity Cathedral was returned to the Russian Orthodox Church.

In 2000, bells were installed in the bell tower, the largest of which weighs 5100 kg.