The date of Foundation is unknown. The records mention it is very ancient and named it Church of Saint Mary. It is a single aisle temple, the dome ending in a blind skylight covering the section that corresponds to the apse.

During the second decade of the sixteenth century, the Counts of Alcoutim sponsored a few renovation works. The manueline portal is what remains from those works.

At the end of the seventeenth century, beginning of the eighteenth century, the exterior space of the church was reformulated by military engineers with a view to connecting the temple to the town.

In the high altar, notice the beautiful baroque altarpiece dating from the second half of the seventeenth century, composed of twisted columns surrounding the statue of Our Lady of Conception, and also the hispanic-arabic tiles that cover the frontispiece of the altar table.

With the purpose of connecting the church to the town we have the Baroque Staircase, built by military engineers during the second half of the seventeenth century and beginning of the eighteenth century. Circular staircase from the Baroque Age, composed of landing and two subsequent and opposed flights of stairs.