The foundation of the old convent of Bernarda's Nuns, dates back to the end of the 16th century, at the initiative of Francisco de Praves. In 1780 the building was rebuilt under the plans of Francisco Sabatini, finishing in 1787. It is an elliptical temple covered by a cupola. This monastery is the finest and most important singular representation, pure and intimate, of neoclassical architecture that can be found in Valladolid.

Inside the church, we find notable reredoses with paintings by Francisco de Goya and Ramón Bayeu. In 1978 it was established as a Museum, where one may admire 16th century paintings and some of the most interesting sculptural religious works in polychromatic wood, giving specific mention to the Cristo Yacente (Lying Christ) of Gregorio Fernández or the Sorrowful Mother (Dolorosa) of Pedro de Mena. Finally, there is an important collection of religious vestments from the 16th to the 18th centuries, together with other interesting artefacts of convent life.