Along with the Church of the Assumption of Our Lady, they are the most prominent churches in the city of Valdepeñas.

The current church, belonging to the convent founded in 1596 by Juan Bautista de la Concepción, is in the classicist Baroque style and was built between 1615 and 1632. In 1857, the complex, except for the church, was rebuilt after its acquisition by Sister María Cándida de San Agustín, becoming the Convent of the Augustinian Mothers.

It is influenced by Madrid Baroque and bears a strong resemblance to the Convent of the Incarnation in Madrid.

It features a façade flanked by giant Tuscan pilasters, with a brick and granite surface, divided into two sections.

The church has a Latin cross plan, with a barrel vault and lunettes, and a choir at the feet formed by a pointed arch. Currently, the side chapels are closed, and the existing murals were created in 1972, depicting the life of Saint John the Baptist of the Conception.

The Chapel of Rescued Jesus is in the right arm of the transept. This chapel is accessed through a semicircular arch and has a Latin cross plan, along with an elevated altar over the presbytery.

The recently restored murals are the perfect complement to the chapel. Overall, the decoration features flowers with garlands, scrolls, caryatids, angels, and trompe-l’œil decoration imitating domes, created in the vaults of the arms of the transept.