In 1847, the chaplain of the Embassy of Imperial Russia in France, Reverand Father Joseph Vassiliev, showed the necessity of building a permanent Orthodox church in Paris. It was only after a few years, because of the slowness and passivity of the authorities in Saint Petersburg, that an agreement in principle could be obtained. The project then needed the approval of the French administration. The Emperor Napoleon III agreed and the construction permit was delivered.
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Two architects, both members of the Beaux-Arts Academy of Saint Petersburg carried the project through to a successful conclusion. Kouzmine , first architect of the Imperial Court at the time drew the plans, while his colleague Strohm lead the construction work.
The Archbishop Léonce de Réval, who later became the Moscow Metropolite, consecrated the new church on September 11, 1861, the day before the Saint's day of Saint Alexander Nevsky.
When the Archbishop Eulogue decided in 1922 to establish the center of his diocese of the Russian emigrated parishes in Paris at this church, Saint Alexander Nevsky became a Cathedral.
In 1983, the French administration ranked the Cathedral as a Historic Monument under the supervision of the Service for the Historic Monuments. Major restoration works have been going on since 1996.