The shrine, formerly known as the Church of the Holy Trinity, is home to the famous painting of the Mercy of God, painted by Eugenijus Kazimirovskis in Vilnius in 1934. He painted the image of Jesus according to the visions of the nun Faustina Kowalska.
The painting was publicly honoured at the Chapel of Gate of Dawn for the first time in 1935. After years of wandering, it was transported secretly to Vilnius in 1986. The miraculous painting was given to the Church of the Holy Spirit and was hung on the right side of the church opposite the pulpit.
The Church of the Holy Trinity was built in the end of the 15th century and the beginning of the 16th century. It was a small rectangular Gothic shrine with an apse (altar section) facing the present Dominikonų Street. A hospital was established near the Church of the Holy Trinity in the middle of the 16th century. Responsibility for the hospital was assigned to the city magistrate. The Dominicans served the hospital and church. In 1613, the priest of the church was given the title of pastor. In 1684, the hospital and the church received additional funds – the privilege of managing several plots and houses in the City of Vilnius.
A new presbytery and two towers were built after several fires in 1748 and 1749, and a new portal was made in place of the Gothic apse. At the end of the 18th century, the church belonged to the University of Vilnius, and its pastor, among others, was the university rector, Astronomer Martynas Počobutas.
In 1821, the Tsarist government transformed the church into an Orthodox Church, although it was returned to the Catholics in 1920. In 1968, part of the facade with the portal collapsed and the old Gothic three-sided apse was rebuilt in its place in 1976. The building has Baroque and Historicism features.