It is the Roman Catholic cathedral church of the Diocese of Sandhurst and seat of Bishop Shane Mackinlay.

[citation needed] It is exceptionally large for a provincial city cathedral in Australia and its construction was made possible chiefly through the estate of Henry Backhaus (1811–1882), a German from Paderborn and the first Catholic priest on the Bendigo goldfields.

Backhaus was very skilled in financial matters and accumulated considerable property - not least through encouraging his goldmining parishioners to contribute some of their finds to the work of the church.

The Bendigo cathedral is the destination of the annual Christus Rex Pilgrimage, which attracts Catholics with an attachment to the Tridentine Mass from across Australia.

Every year since 1991, on the last weekend of October, pilgrims will walk approximately 90km over three days, culminating with a Solemn Mass upon arriving at the cathedral.