Initially, a small wooden temple in the town of Rokiskis was built in 1895 at public expense. But a permanent parish at the temple was formed only in 1903. During the First World War, the Germans equipped a hospital in the temple. In 1921, divine services were held from April to May, but then the Ministry of Internal Affairs handed over the church to the Catholics. Catholic Bishop P. Karevičius and Priest M. Jankauskas have been working on this since 1919. The Orthodox Church was reconstructed into the Church of St. Augustine for schoolchildren.

The Diocesan Council asked to return the temple and its property. Since 1933, the priest Grigory Vysotsky performed divine services at his home. In May 1939, a small new church, occupying part of the priest's house, was consecrated in the name of the holy noble prince Alexander Nevsky (the parish received compensation for the old church). According to the Diocesan Council in 1937, there were 264 permanent parishioners.

In 1946 there were 90 parishioners. The Alexander Nevsky parish was officially registered by the Soviet authorities in 1947. In the church of St. Augustine, a gym was equipped by the authorities, and in 1957 the church building was demolished.