The Convent was founded thanks to Felipe IV, in the year 1650. The works were designed by the architects Manuel and José del Olmo. The church plan deviates from Jesuit typology as it is a Greek cross plan with four equal arms finishing in the form of an apse, making a big cross over which there is an impressive cupola.The high altar is presided by a painting of Lucas Jordán, depicting Santiago fighting in the battle of Clavijo. The sacristy is the work of Moradillo, before the convent was built;this was performed according to a design by François Carlier.