It is a building begun in 1605 and the result of a series of architectural interventions that began in the Renaissance style and evolved into the Baroque style, with certain colonial and conventual components.
Its origins date back to a chapel that was part of the convent ordered by the Lord of Huelva, Don Alonso Pérez de Guzmán, 7th Duke of Medina-Sidonia, to be occupied by the Discalced Mercedarian friars. The construction period varies according to sources, but the estimated chronological date is around 1615.