This 19th-century building was previously the San Sebastián Charity Hospital. It has a rectangular plan with a nave and two aisles divided by Tuscan marble columns with semi-circular arches and covered by barrel vaults.
The only entrance is at the west front of the nave. Its simple structure is crowned by a bell gable. The current building, erected over an earlier one, was commissioned by Dolores Castrillo Medina. It was renovated and extended several times during the 20th century.
The shrine houses the titular images of the Confraternity of Our Lady of Roncesvalles, for whom the shrine is named, and the Confraternity of Nazarenes of Our Father Jesus of the Great Power and Our Mother and Lady of Mercy and Her Sorrow Crowned. This Confraternity was founded in 1949 by a group of men headed by Antonio Pérez Ruiz, Angel Pérez Lora and Fulgencio Gutiérrez Monrobé. Its first rulebook was approved in 1951.