This church was built in the 17th century, on the initiative of Manuel de Fonseca y Zúñiga, to serve as a family pantheon as well as a convent for the seclusion of his daughter. The construction was carried out by Juan Gómez de Mora, Francisco de la Hoya and Antonio de Carassa. The temple has a Latin-cross plan and is covered by barrel vaults. The transept, on the other hand, is crowned by a cupola that sits on a pendentive, which has a high drum and lantern. One of the most remarkable features of this church is the portico, with semicircular arches that rest on fluted pillasters. The portal is crowned by a Vignola-style triangular pediment. The most remarkable feature of the interior is the high reredos, made by José de Ribera.