The Gothic style building was constructed in 1939, when the region was still administered as an apostolic vicariate, and thus was only elevated to the status of cathedral in 1950.

The first cathedral (considered a pro-cathedral) building was inaugurated in 1881 and built by stonemasons and architects Lazarus Borges da Silva and Francisco Nobre.

After the death of Bishop Ferdinand Terrien in 1929, this original cathedral saw the ordination of the first three Yoruba priests, the late monsignors Lawrence Layode, Julius Onih, and Stephen Adewuyi, by Bishop Thomas Brodericks, the apostolic vicar of Western Nigeria.

The current church building, of French Gothic style architecture, had its foundation stone laid on 6 August 1934 by Bishop Francis O'Rourke and was completed in 1939.

P. F. Gomes On 18 April 1950, the apostolic vicariate of Lagos was elevated to metropolitan archdiocese in accordance with the papal bull entitled Laeto accepimus, issued by Pope Pius XII.