According to the historian Purificación Ruiz Garcîa, the earliest reference to this hermitage dates back to the 13th of March 1627. What is certain is that in 1646, Torrox local council made a request to the Minimalist Brothers to found a religious establishment that would also serve to educate the local children. This did not come about until 1670, when the Brothers founded first a hospice and, in the early 18th century, the definitive monastery.

The current building was almost certainly built in the late 17th century on the site of the original hermitage.

In the document recording its official foundation, given the seal of approval at the religious order’s General Chapter held in Genoa in 1710, it is referred to as "Convento torroxensis Madonna della Neve".

With the exception of the chapel, the building was expropriated from the Church during Mendizábal’s Disentailment in 1836 and purchased for the sum of 38,508 reales in 1844 by the merchant Gabriel Garcîa, who sold it on in 1851 to Fernando Sevilla for use as a warehouse. Now restored, the local council stages cultural events here, though the hermitage is still reserved for worship only and houses images of Nuestra Señora de las Nieves and San Roque, Torrox’s patron saints, which are paraded through the streets by the faithful every 5th of August.

The hermitage is of Latin cross ground plan with lateral naves and chapels. Its most notable feature is the fascinating Mudêjar panelling that adorns the interior. Like the hermitage, the monastery consists of two floors arranged around an inner patio which is completely surrounded by a most attractive cloister.