Trinity Cathedral is located in the Central Park of Kaluga. Previously, the Kaluga Kremlin was located on this site. It was made of wood and after a fire in 1700 it was dismantled. The Trinity Cathedral was founded in 1786, but it was built for more than 20 years, as there were lengthy discussions about the diameter of the dome. 

The wooden Trinity Cathedral was built in the Kaluga Kremlin in the 16th century, but during the Time of Turmoil, the Kremlin was severely destroyed during the fighting. In the middle of the 17th century, a stone Trinity Church was built on the territory of the Kremlin. However, during the visit of Empress Catherine II to Kaluga in 1775, it was dilapidated. Catherine II ordered to dismantle the old church and built in its place the Great Trinity Cathedral, the main cathedral of the Kaluga Diocese. 

The Trinity Cathedral in Kaluga is built in the classical style. It began to be built in 1786 by the architect Peter Nikitin, but the work was suspended at the foundation stage. At the beginning of the 19th century, a new project was prepared by local architect Ivan Yasnygin.  

Ivan Yasnygin designed the Trinity Cathedral with a dome diameter of 17 meters. In Europe, temples were built with large domes, but for Russia it was the first dome of this diameter. At that time, the Kazan Cathedral was being designed in St. Petersburg, but the diameter of its dome was only 14 meters. St. Isaac`s Cathedral in St. Petersburg (dome diameter 25 m) and the Cathedral of Christ the Savior in Moscow (dome diameter 29 m) were built much later.  

When Ivan Yasnygin proved that his calculations were correct, the construction of the Trinity Cathedral with a dome of 17 meters continued.  In 1811, construction work was completed, and in 1819 the Trinity Cathedral in Kaluga was consecrated. Inside the cathedral has no additional ceilings and columns. Its space seems large, the height of the iconostasis is 18 meters. The height of the bell tower of the Trinity Cathedral reaches 70 meters. 

In the middle of the 19th century, the city authorities decided to create a park around the Trinity Cathedral, because after the destruction of the Kaluga Kremlin, there was a wasteland on this territory for a long time. At first, the park was called Vorontsovsky, and now it is called Central Park.