Founded in 1563 by the blessed Sister María de Jesús, under the patronage of Doña Leonor de Mascareñas, governess of Felipe II. The design of this Renaissance building's façade is attributed to Alonso de Covarrubias. The façade is decorated with grotesques, dragons and fantastic figures. In the pediment there is a vaulted niche with an image of the Immaculate Virgin, and underneath the shield of the Order of the Carmelites. In the interior we find a staircase and a courtyard, both of which were attributed to Covarrubias.