The Palace of the Marquis of Villena was built in the 16th century, but due to successive renovations that have adapted it to the taste of each era, it has lost its original appearance. Even the towers were added to the complex in the 19th century, along with ornamentation reminiscent of the Royal Palace.

The only surviving original elements are those framed in the entrance: a slender door with a semicircular arch, the window that overlooks it, and the stone-carved coat of arms.

Since 1982, it has been one of the venues of the National Museum of Sculpture, where the magnificent Neapolitan Nativity Scene is displayed.