A block of land was purchased near Plein, De Villiers and Wanderers Streets in Johannesburg where the Chapel of Saint John Chrysostom was built.

The plans of the cathedral were commissioned from the firm of Sir Herbert Baker, and Frank Fleming was the architect in charge.

[5] As one enters at the west door one is immediately confronted with the full beauty of the cathedral, which is built in hard local whinstone to the designs of Mr F L H Fleming and Sir Herbert Baker.

The cathedral has two statues of the Madonna, one stands next to the pulpit, another at the entrance of the All Souls Chapel called Mamasoabi (Our Lady of Sorrows).

It was designed and constructed by Baden-Beadle, and was hung in 1957 as a memorial to William Palmer who was dean from 1924 to 1951.In 1983, the Stations of the Cross for St. Mary's Anglican Cathedral in Johannesburg were commissioned and created by Cecil Skotnes.