During the Balhae Kingdom period, a town called Anju was founded near the present-day Olga, on the shores of the Olga Bay.
The military post of Olga was established by the Russians in 1860, several months after the region passed to Russia under the terms of the Treaty of Aigun. It was named for St. Olga. In the 19th century, it had a significant Chinese minority.
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