It was consecrated as the Church of the Holy Wisdom on 5 February 1882 by Antonios, Metropolitan of Corfu, as a focus for the prosperous Greek community that had settled in London, particularly around Paddington, Bayswater and Notting Hill.

St Sophia was commissioned by a committee presided over by Emmanuel Mavrocordato (1830–1909), assisted by Constantinos A lonidis, Sophoclis Constantinidis, Petros P. Rodocanachi, Paraskevas Sechiaris and Demetrius Stefanovich Schilizzi (1839–1893) and the lawyer and traveller, Edwin Freshfield[n 1].

[1] The cost of £50,000 was raised in three years by the Greek community, including prosperous and influential London merchants and financiers.

In 1922, the Greek Ecumenical Patriarchate chose St Sophia as a Cathedral of the Metropolis of Thyateira and Great Britain, encompassing all Orthodox Christians in the British Isles and Malta.

Scott was responsible for many significant British churches, and was subsequently commissioned by Ralli to build St Stephen's Greek Orthodox Chapel in West Norwood Cemetery in 1873.