Kozmodemyansk's main cathedral is the impressive Our Lady of Smolensk Cathedral which is located in the historical part of the city.  The cathedral was completed in 1872 in commemoration of the abolishment of serfdom and in honour of Emperor Alexander II.  The cathedral was built in the traditional Russian style with a large cubic structure topped with five large domes.

In 1929 the cathedral was closed and its domes were removed when it was transferred to be used as a museum.  Worship only began once more in 1998 after the building had been restored to its former glory.  Just opposite to the cathedral is the small Ascension Church.