There seems to be no relationship between this Brotherhood and the Brotherhood of Sorrows, which in the middle of the 18th century was erected in the Convent of San Joaquín and which became extinct as a result of the confiscation carried out at the beginning of the 19th century.

It will possibly be at the end of the 19th century, coinciding with the fact that La Soledad will stop carrying out processes in the Holy Thursday Procession -General- and in the Good Friday morning procession -Penitent-. and under the auspices of his own Camarería when an Image of the Blessed Virgin of Sorrows existing in the Convent of Santa Clara began to be processed during Holy Week, commissioned by Fray Manuel Guardiola y Rueda to the circle of Salzillo around 1760, but attributed to Roque López (according to the Count of Roche's catalogue, in 1784 a new “Dolorosa” would have been commissioned for this convent from Roque López to replace another one, the work of Salzillo, which has disappeared).

Said Image will parade from then on in the General Procession on Holy Thursday and in the Procession of the Penitent on Good Friday morning, instead of the Paso de María Santísima de la Soledad that would have been doing it until then both days. Also, at the end of the s. XIX and in successive years he will also participate in the "Traída de los Santos" from the Hermitage of the Santísimo Cristo del Consuelo, in which the original throne was preserved, with Elizabethan knobs and glass bombs for wax, which Alfonso will renovate in 1892 Pérez Martínez, carver and gilder from Murcia, at the behest of Mrs. Luisa de Castro. Throne and Image will be burned at the beginning of the Civil War.

In 1940, the Murcian sculptor Juan González Moreno made a new Image, a faithful reproduction of that of Salzillo, which is kept in the Convent of Santa Clara, in a chapel whose altarpiece and dressing room were made by the sculptor Manuel Juan Carrillo Marco from Ciez, commissioned by Doña Dolores Marín-Blázquez, and which was restored in 1997 by Javier Bernal Casanova. The Image will parade provisionally on the throne of María Santísima de la Soledad, until in 1953 the Murcian goldsmith Vicente Segura makes, at the request of the then President of the Brotherhood, D. Francisco Guardiola Torres, which is its current one, a goldsmith's throne which was completed in 1995 with a new set of finery and in the year 2000 with two small Angels, carved in wood and polychrome by the sculptor José Montesinos based in Seville from Ciez, who are placed at the foot of the Image, and which was restored in 2005 by the Ciezano goldsmith Diego Penalva. To participate with the new Step in the Processions, a group of young people belonging to the "Intupo" rock founded that same year of 1945 the Brotherhood of the Blessed Virgin of Sorrows.

During the 19th and 20th centuries, its Waitresses have successively enriched the trousseau of the successive Images; thus, Ms. Matilde Bray Azcoitia de Marín-Blázquez gave the Virgin a silver halo in 1850 that is still preserved today, made by the Murcian silversmith Agustín Jiménez Andreu in 1833, and in 1893 Ms. Luisa Fernández de Castro y Martínez Illescas a silver crown of twelve stars together with a red suit and a blue Genoese velvet cloak (1893) that the current Image also wears. Finally, Mrs. Luisa Marín Marín-Blázquez paid for him a maroon suit with brocades.

In the years that followed its foundation, the Brotherhood incorporated into its entourage the electric light staffs, made in the Workshops of Maestro Penalva commissioned by D. Fulgencio Serra Peña, its president at the time.

In 1997, under the Presidency of D. Joaquín Lucas Verdejo, the Brotherhood completely renewed its clothing for anderos and Nazarenes, recovering the traditional "executioner" hat and the tunic adorned with trimmings, and a few years later, in 2006, renewed the cinctures again. And in 1999 it is the Ciezano goldsmith Diego Penalva who makes the lanterns for the Tercio de Nazarenes and that same year the script is also made.

The first banner of the Brotherhood was replaced in 1982, when D. Manuel E. Semitiel was president, by another made in the Convent of Santa Clara de Cieza in 1982; and this in turn for the current one, embroidered in gold thread on maroon velvet in the Talleres la Egipcia de Lorca in 2002 under the presidency of D. Carlos Lucas Morcillo.

Since 1998, the Brotherhood, then chaired by Mr. José Antonio Moreno Ríos, has been carrying out the transfer of its owner from the Convent of San Joaquín and San Pascual to the Basilica of Our Lady of the Assumption on the night of Friday of Dolores, in the one that had occasionally paraded previously in the Via Crucis.

Since 2008, the Brotherhood has had a children's Step, La Dolorosa, a dress image by local sculptor Antonio Jesús Yuste Navarro, with which the children's Tercio parades in the Children's Thirds Procession on Holy Saturday afternoon.