When Innsbruck was affected by the plague in the 17th century, plague chaplain Melchior Köstlan and plague doctor Paul Weinhart convinced the city fathers and the citizens that only the construction of a new church could put an end to the plague. So on 21 September 1611, the construction of a church in honor of the plague Sebastian, Pirmin and Rochus praised. This was built in the then Kohlstatt area outside the city walls, where there was a hospital for the plague victims. After the approval of the prince Maximilian III. and the Bishop of Brixen Christoph Andreas von Spaur was laid the foundation stone on April 12, 1612. Due to generous donations of Maximilian III, the city and the citizenship, the construction was completed quickly and consecrated on October 13, 1613. The tower was probably built only two years later.
From 1745 to 1750, the church was decorated in Rococo style. In 1785 the votive painting of St. Alexius was transferred from the abandoned Siebenkapelle church, which became the fourth patron of the church. From 1860 to 1863 the church was renovated and enlarged. According to plans by Anton Geppert it was extended by a vestibule yoke, which also made the redesign of the facade necessary. The tower was raised and the wooden shingle roof replaced by a tile roof.
During World War II, the church was damaged by bombs and the ceiling frescoes were affected by water ingress. In the 1950s, the frescoes and the tower were restored. From 2010 to 2013, the church was extensively renovated inside and out and largely restored the appearance of 1860. Exactly 400 years after the first ordination Bishop Manfred Scheuer inaugurated the altar on October 13, 2013 after the consummate restoration of the church.
Originally a Benefizium, Dreiheiligen 1786 Expositur and 1926 was raised to the independent parish.