While the original foundation of the cathedral was in 1605, making it the oldest Catholic church in Beijing, the current building in Baroque style dates from 1904.

When the Italian Jesuit Matteo Ricci arrived in Beijing, the Wanli Emperor permitted him a residence slightly to the west of the site of the current cathedral, near Xuanwumen.

In 1650, in the seventh year of the reign of the Shunzhi Emperor of the Qing dynasty, under the leadership of the German Jesuit Johann Adam Schall von Bell, work on a new church building was begun on the site of the Xuanwumen Chapel.

The Shunzhi Emperor was friendly to Schall and the church, visiting it no less than 24 times, bestowing upon it a stone stela with the words 'built by Imperial Order' (敕建) inscribed upon it.

The cathedral was damaged by fire in 1775, the 40th year of the reign of the Qianlong Emperor, who donated 10,000 taels of silver for restoration work, and also bestowed a calligraphed board in his own hand, inscribed with the characters '万有真原' on it, meaning 'The True Origin of All Things'.

In this decree, the cathedral was confiscated by the government and remained such until the end of the Second Opium War, when the Catholic Church was again permitted to act freely.

On 21 December 1979, Bishop Michael Fu Tieshan was consecrated in the cathedral, the first major event in the life of the Catholic Church in China after the Cultural Revolution.