By the end of the 19th century, the increasing number of the Orthodox population necessitated the construction of a new Orthodox cathedral. The then existing Transfiguration Church became cramped for the growing number of parishioners, and its location was not entirely convenient. Prince Sergei Vladimirovich Shakhovskoy, who was appointed governor of Estonia in 1885, initiated the construction of an Orthodox church and received permission to raise funds for the idea. Donations for the construction came from all over Russia. As a result, by 15 September 1899 was collected a sufficient amount for the construction of the temple.
They decided to dedicate the cathedral to the Holy Prince Alexander Nevsky, in honour of the extraordinary rescue of Tsar Alexander III and his family during the terrible train crash that occurred on 17 October 1888. Very carefully chose the place for the construction of the future temple. Out of eight proposed options, they decided on the square in front of the Governor's Palace in Vyshgorod. In August 1893 a solemn ceremony of consecration of the place for the future cathedral took place. The miracle-working icon of the Dormition of the Mother of God, delivered from the Pyukhtitsky Monastery, was brought to the ceremony.
The project of the cathedral was prepared by the academician of architecture Mikhail Timofeevich Preobrazhensky, a specialist in church buildings, a member of the St. Petersburg Academy of Arts. Initially the project envisaged the installation of a marble iconostasis, but in the course of construction it was decided to replace it with a gilded wooden one. The icons were painted in the workshop of the academician of painting Alexander Nikanorovich Novoskoltsev. According to his sketches the St. Petersburg master Emil Karlovich Shteinke made stained glass windows, which were installed in the altar windows of the main aisle. The bells were made in St. Petersburg at the bell factory of merchant Vasily Mikhailovich Orlov. The ringing of the cathedral consists of 11 bells. Various images and inscriptions are cast on the bells. The result of the construction was a triple-domed temple, modelled on Moscow temples of the 17th century, with a seating capacity of about 1500 people. The facades of the cathedral were decorated with mosaic panels made by the academician of architecture A.N.Frolov.
The ceremony of solemn consecration of the cathedral in the name of Blessed Prince Alexander Nevsky took place on 30 April 1900, which was conducted by His Grace Agafangel, Bishop of Riga and Mitava. The ceremony was also attended by St. Right Reverend Father John of Kronstadt.
In the early 20's it was decided to demolish the church as a "monument to Russian violence". In Estonia, they even began to raise funds to implement this decision. At the end of 1928, a bill was introduced to demolish Alexander Nevsky Cathedral. The temple was defended by the forces of the world Orthodox community. During the Second World War the cathedral was closed and the question of its demolition was raised again.
In the 60s, this cathedral wanted to be converted into a planetarium. From the rebuilding, the Alexander Nevsky Cathedral was saved by the young Bishop Alexis of Tallinn and Estonia, the future His Holiness Patriarch Alexis II of Moscow and All Russia. In 1999, as a sign of special patronage, the Alexander Nevsky Cathedral in Tallinn was given the status of a stavropegial cathedral, which means that the church is directly subordinate to the Patriarch of Moscow and All Russia. Today the cathedral is active and open daily from 8 to 9 o'clock.

