Construction on the cathedral itself was began in 1920, under the leadership of the then-parish priest, Fr. Florimono Carlu. The building was completed by 1936, and consecrated that year, dedicated to Our Lady of Atonement.
During World War II, the cathedral served as an evacuation center. It withstood the carpet-bombing of Baguio City in 1945. The remains of thousands of bombing victims during the war are interred within the grounds of the cathedral.
Renovations beginning in 2006 have included the industrial-type canopy surrounding the entirety of the fragile historic structure, the covered stairway from Session Road that now obstructs the view of the Church from Session Road, a new Plaza in front of the Church complete with parachute on special days to block souvenir photographs, new shrine for candle offerings, repaved paid-parking areas, and relocated main gate.
The Baguio Cathedral is also distinct for probably being the only Cathedral in the world that owns and operates its own shopping center, called Porta Vaga, partially built from donations from church-goers, coyed into thinking they were building a supporting wall for the hillside that collapsed during the earthquake of 16 July 1990.