By the end of the 19th century, the increase in the number of Orthodox population necessitated the construction of a new Orthodox cathedral. Existing at the time of the Transfiguration church became small for the growing number of parishioners, and also its location was not very comfortable. Prince Sergey Shakhovskoy, who in 1885 was appointed governor of Estonia, has initiated the construction of an Orthodox church and received permission to raise funds for the realization of this idea. Donations received for the construction here from all over Russia. As a result, September 15, 1899 was collected sufficient funds for the construction of the temple.

Cathedral decided to dedicate the Holy Prince Alexander Nevsky, after the extraordinary rescue of Tsar Alexander III and his family during a terrible train crash that occurred on Oct. 17, 1888. Very carefully chose the place for the construction of the future church. Of the eight proposed options stopped in front of the governor's palace at Vyshgorod. In August 1893, a solemn ceremony of consecration of the place for the future of the cathedral. At the ceremony it was brought to the miraculous icon of the Dormition of the Mother of God, delivered from Pühtitsa monastery.

The project produced the academician of architecture of the Cathedral of Mikhail Kalashnikov Transfiguration, an expert on church buildings, a member of the St. Petersburg Academy of Arts .  Initially, the project involved the installation of a marble iconostasis, but during construction it was decided to replace on a wooden gilded .  Icons were written in the studio painting academician Alexander Nikanorovich Novoskoltseva .  According to his sketches Petersburg Master Emil Karlovich Shteinke made stained-glass windows that were installed in the windows of the main altar chapel .  Bell produced in St. Petersburg in the belfry plant merchant Vasily Mikhailovich Orlov .  The ringing of the bells of the cathedral is 11 .  The bell cast different images and inscriptions .  The result was the construction of the temple trehprestoly made on the model of Moscow churches of the 17th century, can accommodate about 1,500 people .  Facade of the cathedral decorated with mosaics, made by academician of architecture A . H . Frolov . 

Ceremony of consecration of the cathedral in the name of Alexander Nevsky was held April 30, 1900, which was conducted Agafangel His Grace, Bishop of Riga and Mitava. The ceremony was also attended St. rights. about. John of Kronstadt.

In the early 20s, it was decided to demolish the temple as "a monument to Russian violence." Estonia has even started to collect funds for the implementation of this decision. At the end of 1928 a bill was introduced to demolish the St. Alexander Nevsky Cathedral. Temple managed to defend the forces of the global Orthodox community. During World War II, the cathedral was closed, and was raised again the question of its demolition.

In the 60 years this cathedral would be converted under the planetarium. From the reconstruction, the temple Alexander Nevsky managed to save the young Bishop of Tallinn and Estonia Alexy, the future Patriarch of Moscow and All Russia Alexy II. In 1999, as a sign of special protection Tallinn Alexander Nevsky Cathedral was given the status Stavropegic, which means the direct subordination of the church, Patriarch of Moscow and All Russia. These days of action and the Cathedral is open daily from 8 to 9 hours.