Pedro Fernández of Córdoba, first marquis of Priego, had this convent built by architect Hernán Ruiz the Elder. Completed in 1524, it was enlarged several times to reach its final size in the 18C. The façade of the church opens via a portal in the flamboyant Gothic style. See the artesonado above the nave and the large retable. Near the convent is th palace that was built by the marquis of Priego who became the dukes of Medinaceli.