The Church of San Pablo (Saint Paul) represents the last vestiges of a Dominican Convent (founded in 1276 by Ms. Violante, the wife of Alfonso X) that was demolished during the War of Independence and where, after the processes of Official Confiscation of Religious Property during the 19th Century, the present José Zorrilla School was established.

The Church, where Felipe II was baptised, was built in two stages. The first stage, executed by Simón de Colonia, was finished in 1500, and included a central rose window and a relief representing the Coronation of the Virgin. The second stage, on the upper part, was executed in times of the Duke of Lerma with a classicist design and some gothic sculptures.