The Order of Our Lady of Mercy and Rescue came to New Spain in the last decade of the sixteenth century and to Valladolid in 1604.
The building was built slowly because at first it was inhabited by only three or four religious. The convent is very austere and was completed in the eighteenth century. It has two facades, one of a Baroque style and the other of the seventeenth century. The main facade is Churrigueresque style and the church consists of a single nave, its vaults are lunettes and the octagonal drum dome was added in the eighteenth century. Now, The monastery is a school.