The shrine, a small Mudéjar-style structure built in the late 13th century, was initially dedicated to Santa María de Carrión. However, nothing remains of it, and the site is now occupied by the structure we see today.
The physical appearance of the shrine has changed significantly over time due to multiple renovations in different periods. The current building has a single rectangular nave divided into three bays and a chancel covered by a groin vault with plasterwork. The neoclassical entrance at the west end is crowned by a bell gable from the early 19th century. The lintelled side portal is from a later date. The latest interventions took place in the second half of the 20th century, revealing some ancient structures.
A Chapel of the Blessed Sacrament was built in 2009, attached to the north wall. It was built on the site of the former lavatorium, a space used in past centuries to wash and heal the wounds of the flagellants who took part in the procession of the True Cross during Holy Week, as well as pilgrims who travelled to the shrine.
An image of Our Lady of Consolation, to whom the chapel is dedicated, is inside a small chapel built behind the chancel in the early 19th century. The statue, from the second half of the 16th century, was made by an unknown artist of the Seville School. This space was decorated in 1947 with a fresco based on Eucharist-themed motifs and references to Our Lady of Consolation, embellished with floral motifs. The main altarpiece, made by Guzmán Bejarano in 1965, is made of carved, gilded wood and features the coat-of-arms of the Confraternity of Our Lady of Consolation based in this shrine.