The clergy of the diocese of Moray and Ross elected Robert Eden as Bishop in 1851. For the first two years of his episcopate he had charge of the congregation in Elgin, until this time the seat of the Bishopric, before opening 'the Bishop's Mission Chapel' in Inverness. Services began in the new girls' school in Academy Street until a building on the east bank of the river became the Mission Chapel. In 1865 the congregation had grown too large for their chapel and they agreed, in January 1866, to the Bishop's proposal to build the new cathedral.

Alexander Ross, a young architect and member of the congregation, was commissioned to prepare a design. Limited funds prevented Ross's plans being enacted fully. The foundation-stone of the Cathedral was laid by Dr Charles Longley, Archbishop of Canterbury, on 17 October 1866, the first official act in Scotland by an English Primate since the establishment of Presbyterianism. The Cathedral was opened on 1 September 1869, and inaugural sermons were preached by the Bishop of Oxford and the Bishop of Rochester. That these men travelled such a distance demonstrates their high regard for Bishop Eden.

Building the cathedral cost £15,106 0 4¾d, which did not include the cost of the stained glass or the organ. When it was opened there was a debt on the building of £6,835. A church cannot be consecrated while any debt is outstanding on the building. However, within five years of tireless fundraising, Bishop Eden consecrated the Cathedral on 29 September 1874, the first new Cathedral to be completed and consecrated in Britain since the Reformation