Nuns Alley is part of the Nuns Convent, founded in the early 16th century. The Convent consists of a single nave covered by a 17th century barrel vault. The stone portal at the west end is from the late 17th century. It consists of a semi-circular arch with double columns on both sides with the sculptures of St Peter and St Paul.
The main altarpiece is by the brothers Juan Santa María and Matías José Navarro (c. 1730). The altarpiece holds the images of the Virgin and Child, Saint Dominic, Saint Francis, Saint Sebastian (16th century) and others. There are other noteworthy altarpieces and statues, as well as a wrought-iron pulpit, most of which are Baroque.
Nuns Alley takes its name from an old popular legend. It holds that many years ago, a nun in Lebrija called Teresa de Rivero lived in the Convent with other nuns. The nun died in the alley when spikes from a window in top floor fell on her.
Nowadays, there is a small stone tile on the street. Legend has it that if you step on the tile and return to the spot at midnight on that same day, you will see the nun crying next to the window where she died, and the spikes will fall again to the street.