Its construction started in 1532 on the former church Cofradía Hospitalitaria San Juán de Letrán. It is a Renaissance building of unique beauty. Its semi-circular arches and pillars, which lead to the chapels which make the transept, account for the artistic innovations carried out. All of this due to the influence of El Salvador's work created in the same years.
In its interior stands out the magnificent Mudejar coffered ceiling made of polychromatic wood from the 16th century. It has joined rafters that hold the semi-circular transverse arches. The main chapel, or "Capilla Mayor" made of masonry, is covered with a ribbed vault. And finally the Baroque altar from the 18th century with a statue of the Purísima Concepción by Francisco Fernández Caro, Salzillo's disciple. Likewise it is important to mention the so-called "Torre de los Pastores". This tower has four modules: three of them made of masonry and one of them made of solid bricks. The tower had a double mission; to inform a possible risk of incursion from its watchtower to the new castle nearby, and to work as a reference point for the shepherds of the area, therefore its name.