Built between 1597 and 1606, it features the characteristic elements of a penitential temple, adapted to accommodate processional floats, and includes a balcony-tribune for the use of the confraternities. Its beautiful façade, in the Herrerian style, takes inspiration from the Cathedral of Valladolid.

Inside, it houses valuable treasures, such as the main altarpiece with paintings by Tomás de Prado and sculptures by Francisco de Rincón, as well as an ensemble of excellent artworks from the 17th and 18th centuries by artists like Gregorio Fernández and Juan de Juni.