The cathedral has church services and masses in Norwegian and several other languages, including English and Polish.

At the time of construction, this church, being built at Hammersborg, near the graveyard of Our Saviour (Norwegian: Vår Frelsers gravlund), was located in the countryside outside the then city of Oslo.

The work was funded by private donations and fundraising abroad, the most generous individual donor being Queen Josephine, who was a Catholic herself.

A relic, reportedly a bone from St. Olav's arm, have been placed in a showcase since the 1860s.

When the Roman Catholic Diocese of Oslo was established in 1953, St. Olav's was chosen as the episcopal seat and was elevated to the rank of cathedral.