Construction began in 1685 on the hermitage and site of Señor San Sebastián, outside the city walls, for the hospice and convent of the Discalced Franciscan Religious of Our Father Saint Francis of the Province of San Juan Bautista, located in the kingdoms of Valencia and Murcia, whose closest house and convent was the Monastery of Santa Ana del Monte, in Jumilla.

The foundation of the convent had problematic origins, with it they wanted to stop the bloody rivalry that divided the city into two camps. The Convent was built by the same friars whose head was the reverend Father Fray Salvador Avellán. The set is inaugurated in 1699, it included an orchard of eight tahúllas surrounded by a wall, with water from the Fuente del Ojo.

The church was also finished in 1699. Between the years 1701 and 1707, the High Altarpiece, the vaults, the cloisters flooring, the top of the High Altar, cloisters and door were built, and the Christ of the Choir and eight paintings for the refectory.

The convent was confiscated in 1836 and ceded to the Cieza City Council in 1839. Later it was used as the Civil Guard Barracks. In 1876, the City Council requested the State to allocate it to public education and the College of "La Purísima y San Luis Gonzaga" was created, which remained until 1885, then becoming an Asylum for the Elderly.

Subsequently, the premises of the convent have fulfilled various functions, housing a birth clinic. Currently the building is divided into two parts: The Church and the interior part of the dependencies belong to the parish and house the parish halls and the parish priest's house. The area surrounding the cloister, in which an old wellhead is located, in turn serves as a municipal library, study room and headquarters of the Fray Pascual Salmerón Center for Historical Studies.