The convent was founded in 1908 by Grand Duchess Elizabeth Feodorovna (sister of Alexandra Feodorovna, the last Empress of Russia—both of whom are counted among the Russian New Martyrs) to assist sick, wounded, and maimed soldiers in their recovery, and to provide for the needs of the poor and orphans. In 1999 the Educational Center of Sts. Martha and Mary Convent of Mercy was founded, with the blessing of Patriarch Alexy II of Moscow and All Russia, for the purpose of training Orthodox girls as certified nurses.