The Cathedral of the Holy Myrrh-Bearers was erected in the beginning of the last century in Baku with the backing of the oil magnate and philanthropist Zeinalabdin Tagiyev. At first, the temple was under the authority of 262 infantry reservist Salyan regiment. In 1920, like many other churches, the cathedral was closed and was used first as a warehouse and then as a gym. During the events of January 1990 the belfry of the temple was hit by two shells. As a result the walls cracked and the roof collapsed. In 1991 the building of the temple was handed to the Russian Orthodox Church and the temple undergone remedial work. On May 27, 2001 His Holiness Patriarch of Moscow and All Russia, Alexy II, made the great blessing of the holy temple and granted it the status of the cathedral of the diocese.
In April 2003 the cathedral was visited by His Holiness Patriarch Bartholomew of Constantinople, who donated it the relic of the heavenly patron of Baku, the Apostle Bartholomew.