By the end of the 19th century, the increase in the number of Orthodox population required the construction of a new Orthodox Cathedral. Existing at the time of the Transfiguration Church became too small for the increasing number of parishioners, and its location was not convenient. Prince Sergey V. Shakhovskoi, who in 1885 was appointed Governor of Estland, initiated the construction of an Orthodox Church and received permission to raise funds for the realization of this idea. Donations for the construction arrived here from all over Russia. As a result, by September 15, 1899, it was collected a sufficient sum for the erection of the temple.

The Council decided to devote to the Holy Prince Alexander Nevsky, in honor of the extraordinary rescue of Tsar Alexander III and his family during the terrible train accident that occurred on October 17, 1888. Very carefully chose the place to build the future temple. Of the eight proposed options stopped at the square in front of Governor's Palace in the upper town. In August 1893, a solemn ceremony of consecration of space for the future Cathedral. The ceremony was brought the miraculous icon of the Dormition of the Mother of God, was delivered out of kuremäe convent.

The Cathedral project was prepared by the academician of architecture Michael T. Transfiguration, a specialist in ecclesiastical buildings, a member of the St. Petersburg Academy of arts. Initially, the project called for the installation of the marble iconostasis, but during construction it was decided to replace the wooden gilded. The icons were painted in the Studio of academician of painting of Alexander Nikanorovich Novoseltseva. In his sketches of St. Petersburg master Emil K. Steinke made the stained glass Windows that were installed in the chancel Windows of the main chapel. The bells were manufactured in St. Petersburg on bell factory merchant Vasily Mikhailovich Orlov. The ringing of the Cathedral is 11 bells. The bells are cast different images and caption. A summary of the construction was treprostinil the temple is constructed on the model of Moscow churches of the 17th century, which holds about 1500 people. The facades of the Cathedral was decorated with mosaic panels made by the academician of architecture.N.Frolov.

The solemn ceremony of consecration of the Cathedral in the name of the Holy Prince Alexander Nevsky on April 30, 1900, conducted by Reverend Agafangel, Bishop of Riga and Mitau. The ceremony was also attended SS. St. John of Kronstadt.

In the early 20-ies it was decided to demolish the temple, as a monument of Russian violence". In Estonia even started to collect funds for the implementation of this decision. At the end of 1928 a bill was introduced on the demolition of the Alexander Nevsky Cathedral. The temple managed to defend the world Orthodox community. During the second world war the Cathedral was closed and was raised again the question of its demolition.

In 60-ies of the Cathedral wanted to convert for the planetarium. From perestroika, Alexander Nevsky Cathedral managed to save the young Bishop of Tallinn and Estonia Alexis, the future Patriarch of Moscow and All Russia Alexy II. In 1999, as a sign of special favor to the Tallinn Alexander Nevsky Cathedral was given the status of the stavropegic what the direct subordination of the Church to the Patriarch of Moscow and All Russia. These days the Cathedral is a working Church and is open daily from 8 to 9 hours.