It was built by the Jesuits between 1579 and 1591, under the patronage of the Counts of Fuensaldaña, whose coats of arms are found in various places of the building. Prior to its present dedication, it was dedicated in honour of Saint Anthony of Papua and Saint Ignacio of Loyola, founder of the Jesuit order. Its facade follows the classicist style of Vignola. The work as a whole, attributed to Juan de Nates, is structured around a single spacious nave. The principal façade depicts a gothic image of San Miguel (Saint Michael), the family coat-of-arms of the Counts of Fuensaldaña, buried herein, and the royal coat-of-arms of Carlos III. It houses a notable collection of carvings, reredoses and paintings of Gregorio Fernández, Pedro de Sierra and Gil de Mena.