It was founded by Juan Téllez Girón, 4th Count of Ureña. He obtained the papel bull to erect the ancient parish church in Collegiate, dedicated to Asunción. The exterior of the church has three portals. The interior has a wide presbytery.
Construction of the Ducal Pantheon, inside the Collegiate, is thought to have started in around 1545; the chapel was consecrated 10 years later. It was founded by Juan Téllez Girón and is plateresque in style. It adjoins to the Collegiate and has three main nuclei: the Patio of the Ducal Tomb, the Chapel and the Pantheon.
The museum’s main room is located in the former sacristy of the collegiate. It displays an impressive collection of Ribera’s works and a many pieces of silverware.