The Midnight Cathedral was created by the Constructors of Destiny. They built it around 150 million BC on the Moon, as a temple to Kronos. The Cathedral had artificial gravity and an osmotic atmosphere barrier, so beings visiting it did not require space suits.
After the Millennium War, the survivors met there. They convinced the Guardians of Time to erase the memory of the war. The only artefacts of the Constructors to survive were the Cathedral and the Great Attractor. The Cathedral was avoided thereafter by all sentient lifeforms, even the Time Lords.