From the medieval days and the Great Schism, Belgrade had a sizeable Catholic population, and was for a long periods of time, part of the Catholic kingdom of Hungary and for two decades in 18th century of the Habsburg Empire.
Zemun, of course, due to its longer time spend under the Habsburgs has an even longer association with the Catholic faith, and still has a small Franciscan Monastery dedicated to St. John the Baptist. However it should be noted that Zemun, Novi Beograd and their churches, however, belong to the Bishopric of Srem and were never put under the rule of Bishops of Belgrade.
Although 19th century Principality and later Kingdom of Serbia had (Serbian) Orthodox Christianity as its official state religion, Belgrade had a sizeable Catholic population of foreigners who moved to the city to work as artisans, educators and industrialists, as well as of people like Matija Ban, who maintained a strong Serb Catholic identity.
The connection with the Catholic faith strengthened even further when Belgrade became the capital of Yugoslavia, which meant that a question of building a proper Cathedral became a pressing one in 1920s. As one of the best scholars on the topic, Dr Vladana Putnik Prica, notes there was even a plan and a dedicated lot (close to Jalija) for construction of a wonderful expressionist Cathedral dedicated to St John of Capistrano who helped the defence of Belgrade in 1456 at the ripe old age of 70. However, due to various problems, including an alleged misuse of funds, the plan was abandoned and the seat of Belgrade’s Catholic bishopric remained in the Church of Christ the King in Krunska.
The church, which was initially dedicated to St Ladislas, one of in the long line holy Hungarian kings who also ruled over Croatia, was enlarged and rededicated to Christ the King in 1926, initially as a temporary solution, on the premises of the former Austro-Hungarian Embassy. The Bishop of Belgrade and Smederevo, installed after Yugoslavia finally signed a Concordat with the Holy See, took residence in a nearby building and thus the complex between Krunska and Svetozara Markovića became the centre of Catholic Belgrade.
Although the plans for the new Cathedral have been shelved the Bishopric expanded significantly before WWII and even got a co-Cathedral in 1988. Beautiful rotunda designed by Jože Plečnik dedicated to St Anthony was built in Zvezdara, Jesuit Church of St Peter was built in Makedonska and a church dedicated to Sts. Cyril and Methodius went up in Banovo Brdo (named after Matija Ban).
The Co-Cathedral dedicated to Assumption of the Virgin was the result of a very ambitious yet not fully realised project in Neimar, which was supposed to be the seat of French Assumptionists. However, the initial project for the church was never built and after a life as a recording studio, the church was finally finished in 1988, complete with the largest organ in Serbia.