On 17 March 1912, while still in Hobart, Amundsen attended a special service at St David's Cathedral to welcome his party back and to pray for the well-being of the polar party led by Sir Robert Scott.

Scott, long overdue on his return from the Pole, was still alive at this point, but died in his tent with his two remaining companions about two weeks later. The party's fate was not known to the world until the following summer after the discovery of his tent containing the three frozen bodies.

Present at the Antarctic service was Robert Scott's sister, Ettie, who was married to the Tasmanian Governor, Sir William McCartney. The Cathedral later became home to a memento of Sir John Franklin's fatal Northwest Passage expedition of the 1840s. A flag embroidered by Franklin's wife Jane was presented to the cathedral to commemorate Tasmania's connections with the Franklins and its support of the search for the lost Franklin.

The foundation stone for St Davids Cathedral was laid by Prince Alfred, the Duke of Edinburgh, in 1868. The cathedral was consecrated in 1874.