The chronicles tell that in May 1505 Cristóbal Dorantes granted his houses for the construction of what would become the city's second parish and dedicated to Our Lady of the Conception, with 1515 being the date on which its construction began.
The original church consisted, as it does today, of three spacious naves with a main altarpiece, of which no trace remains. It is of Gothic-Mudejar architecture masked with Baroque elements, added after the Lisbon earthquake of 1755, in which it was severely damaged. It was completely restored in 2006.