This convent, of which only remains now survive following its abandonment in the wake of the Civil War, was the origin of the earliest settlement here. It is known as Nuestra Señora de la Consolación and was founded in 1566 by the first Duke of Osuna, Pedro Têllez Girón. It is also known as the Recoletos Convent of San Francisco de Asís since the Duke of Osuna authorized its foundation to the Congregation of the Recoletos Fathers of San Francisco de Asís.

The structure of the church has been conserved thanks to the strength of its walls, built from finely-crafted stone blocks. The building features a single floor with a small crossing which still retains the sphere that once sustained the dome.