The red brick Dormition Eparchial Cathedral was completed in 1905 on the top of a hill making its five black domes visible from much of the city. In 1934 the cathedral was closed. However it was reopened in 1945 and became the city's eparchial cathedral as the previous eparchial cathedral - the Saviour Cathedral - was blown up by the communists in the 1930s. The cathedral houses the relics of St Innocent (Innokenti) of Penza, who became Penza's first saint in 2000.

Annunciation Church

Immediately next door to the Dormition Eparchial Cathedral is the Annunciation Church which was built in 1994 in the ancient Byzantium style.  It is used primarily for baptisms.