Although the Franciscan monks from the Convent of Saint Anne in Jumilla moved to the town of Cieza in 1603, it wasn't until 1671 that Charles II granted permission for the construction of the convent. Among those who took their vows there was Friar Pascual Salmerón, the first historian of Cieza, whose remains were also interred there in 1805. Construction began in 1685, and the convent was inaugurated in 1699. In 1707, Friar Benito de Salazar built a magnificent altarpiece for the monastery church, which was destroyed in 1936. The current altarpiece was modeled after it.
In 1822, the Franciscan community left the convent. In 1836, following the confiscation of church property, the charitable society "The Charity" was founded, and the original cells were repurposed as rooms for the elderly and destitute. Later, the building was used for various purposes: during the Spanish Civil War, it served as a hospital; afterward, it housed the military command, a maternity ward, and an asylum. In 2000, the convent (of which its magnificent atrium remains, around which the current Municipal Library stands) was declared a Site of Cultural Interest with the category of Monument.
The church, with a single nave, has side chapels that connect to each other like side aisles. Its transept is covered by a groin vault, the apse is straight, and the choir is located at the west end. Today, it houses the processional images of the Holy Christ of Forgiveness, which can be seen in the Chapel of the Blessed Sacrament, and Saint Veronica in one of the side chapels.