The construction of the chapel began around 1732. By 1746 it had been roofed and blessed and masses were celebrated there, and it was finally completed in 1749 with the addition of a belfry with two bells, formerly known in the town as La Gorda (Fat Lady) and La Chica (Little Girl). The construction of the chapel was financed by donations from the inhabitants of Herrera.
The building consists of two naves roofed by a barrel vault, lunettes and small domes, separated by thick, greatly transformed columns. It is presided over by a 17th century carving of the Immaculate Conception. It has a lintelled stone doorway and the façade is topped by a brick belfry.