The history of the cathedral in Winnipeg dates back to the beginning of the 20th century when, on September 1, 1907, a parish was founded by the decision of the assembly of the faithful and in the presence of Fr. Mykola Strutynsky.

On December 27, 1912, in the original church of Saints Volodymyr and Olha, which stood on the site of the current metropolitan cathedral, the first bishop for Ukrainians in Canada, Blessed Nykyta Budka, celebrated the first Hierarchal Divine Liturgy. Later, on April 25, 1913, he elevated the church to the dignity of a pro-cathedral.

On March 1, 1920, the parish purchased 28 acres (11.33 hectares) of land for the All Saints Cemetery in West St. Paul, which Bishop Nykyta Budka consecrated on June 13, 1920.

During its more than a century-long history, the cathedral has been visited by leaders of the Ukrainian Catholic Church. For example, on September 5, 1921, during his second pastoral visit to Canada, Metropolitan Andrey Sheptytsky visited the shrine.