The present building stands on the site of several previous cathedrals. The original cathedral was the church of Our Lady of Hope of St. Lazarus, declared the mother church of the Macau diocese which included the religious provinces of China, Japan, Korea and other islands adjacent to China. The first stone Cathedral, consecrated in 1850, was almost destroyed in a typhoon 24 years later and had to be extensively repaired.

The Cathedral was completely rebuilt in 1937. It has two solid towers and massive doors. Inside, its chief beauty lies in its fine stained-glass windows.

Many of the major events of the church calendar focus on the Cathedral, especially at Easter when, in addition to the procession of Our Lord of the Passion, there is a solemn parade of Good Friday and special masses on Easter Sunday.