The convent of Santa Clara in Zafra is the site of the museum of the same name, dedicated to the history of the city and to the nuns of the order of the Poor Clares who have inhabited it since its foundation.

The convent of Santa María del Valle –its official name– was founded in 1423 by the first Lord of Feria, Gómez Suárez de Figueroa, who is buried here in a Gothic alabaster tomb. The buildings and constructions on the site form a chronological arc ranging from the 15th through to the 18th century.
The church has a rectangular floor plan, a nave with a barrel vault, and a squared sanctuary (17th century). There is a main chapel, a sacristy, the nuns' choir stalls, the funerary chapel of the Dukes of Feria and two porticos, one in the classical style (17th century) and another Mudéjar (16th century).
Other elements of the site are the cloister, with pointed semicircular arches, and various other rooms.