In 1881 this place was built a wooden chapel in memory of Alexander II – Russian Emperor. The consecration of the Foundation stone was made Archbishop of Tauride and Simferopol Gury (Karpov).

The project was ready in 1881 in the month of March. The building was in the style of ancient Northern chopped architecture, with carved wood, decorated with rich ornaments, with iron cross hip roof. The entrance to the chapel was located by the waterfront, and with the other three sides the walls are decorated with barred Windows in the shape of a cross. Crowned by the chapel of the onion dome on a low drum. Completed the construction of the chapel in 1881 July 23. Simultaneously with the construction of the Church building Committee was ordered and purchased a number of images. The icons were made in a special Russian icon workshops. Some of them were given as gifts. Originally the chapel was located on wooden piles, but as a result of extensive damage as a result of exposure of the sea under it was placed the Foundation stone. Protected structure carved wooden fence.

Unfortunately, after it was built the Cathedral of Alexander Nevsky, the interest in this chapel is not extinguished by members who actively attend. Serviced chapel from Alexander Nevsky Cathedral. More than half a century chapel stood on the Embankment, but it was closed in 1932, and then parsed as an unnecessary object.

In 2006, 17 July, during the celebration of the Orthodox Church to the memory of the Holy Royal martyrs at the Embankment of Yalta, was carried out the consecration of the place for the erection of a new chapel in the Cathedral of new Martyrs and Confessors of Russia. And on September 26, 2009 is already built, the chapel was consecrated Metropolitan of Simferopol and Crimea Lazar.