Much of the cloister of the Monastery of the Incarnation has been converted into a Museum of Sacred Art, which is structured around the main cloister. The Museum consists of 4 rooms that house a significant collection of the Child Jesus, goldwork and notable sculptures.
The Monastery of the Incarnation was built in 1549 as the Charity Hospital of the Incarnation of the Son of God. In 1612, it was occupied by the Jesuits. In 1626, the 4th Duchess of Osuna founded the Monastery on the site of the old charity hospital. The monastery was run by the sisters of the Royal and Military Order of Mercy.