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This, the fourth Cathedral of Saint Paul, was the dream of Archbishop John Ireland, who secured the site in 1904. The Archdiocese was growing and Ireland saw the need for a "great Cathedral" to replace the third Cathedral, which was 46 years old at the time and too small for the growing congregation.

An example of classical Renaissance architecture, the Cathedral was designed by E. L. Masqueray. The cornerstone was laid on June 2, 1907. The first liturgy was held on Palm Sunday, March 28, 1915. Work continued on the interior for decades. On October 14, 1958, it was consecrated by Archbishop William O'Brady, securing its place among the premier houses of worship in the United States. It was placed on the National Register of Historical Buildings in 1974.

The Cathedral dominates the Saint Paul skyline and is situated on the highest point in downtown Saint Paul, Minnesota.