The Church of the Holy Martyr Alexandra was founded on private donations on May 31, 1898 at the 2nd Mariinsky Women's Gymnasium. On August 25, 1902, the church was consecrated. The architecture of the temple with a tent-shaped completion of the main volume and a bell tower with an onion dome uses the techniques of Moscow architecture of the 17th century with the addition of the Romanesque style. After the October Revolution of 1917, the premises of the church were transferred to the workshops of the Kherson Pedagogical Institute. On April 20, 1992, the ceremony of transferring the premises to the community of the Ukrainian Autocephalous Orthodox Church took place, and since 1997 the church community has been registered as a parish of the Ukrainian Orthodox Church of the Kiev Patriarchate.
Stucco decoration and carved marble cases made by the famous sculptor Boris Eduards have been preserved in the interior of the church.