Originally, it belonged to the Third Order of Saint Francis; currently, it is a parish.
The construction of the church took place in the XVIth century, and we can appreciate the baroque renovations that were performed in the XVIIth and the XVIIIth centuries. Inside, there are three naves separated by pillars covered by a barrel vault, whereas the main chapel presents a hemispherical dome resting on pendentives.
In the presbytery, is located the main altarpiece with Salomonic columns, work finished in 1702 by Pedro García de Acuña, originally was made for the convent El Calvario. The central niche is flanked by estipites which are repeated in the attic. The altarpiece is led by a image of the virgin of Consolación, saint patron of the town, which goes on processions on September 8th.
On the left nave, is located the Sacramental Chapel whose vault is decorated with plasterwork of 17th century.