The Shrine is located on Jesus Street. This small building was rebuilt in 1888 according to a plaque on the west front.
It has a single altarpiece in the apse, decorated with baroque motifs that have been restored.
The highly-venerated image of Our Father Jesus the Nazarene is worshipped in this chapel. The statue was made by Luis Hernández in his workshop in Llerena (Badajoz). On 19 October 1588, the Confraternity of Our Lady of the Rosary of Alanís commissioned an image of a Christ carrying a cross on His shoulders measuring 1.25 metres (6 palms).
In the top niche of the altarpiece is a small image of Our Lady of Anguish, the patron saint of Alanís.
The image of Our Father Jesus is taken in procession on Maundy Thursday at midnight until the morning of Good Friday accompanied by Our Lady of Bitterness (Confraternity of Our Father Jesus the Nazarene, Holy Burial and Our Lady of Bitterness).