Its construction dates back to 1510-12, thanks to Pedro Fernández de Córdoba, the first marquis of Priego.It was devoted to San Esteban, but was not concluded until 1548. It is a late Gothic or Mudejar church, which was remodelled in the 18th century in Baroque style, by Jerónimo Sánchez de Rueda and later Juan de Dios Santaella. Only the hall floor plans remain of the original church. The renovation works started in 1712, which applied the same treatment as the La Asunción church: groin vaults, segmented cupolas and profound Baroque plasterwork.
The main altarpiece was finished in 1781 by Juan de Dios Santaella. It consists of a bench, a first tier housing the niches for the Franciscan saints and the central chapel, which features the remarkable image of la Inmaculada, which is related to the Mora school. The ensemble is finished with a curved attic that has a central niche containing the image of San Esteban. The carving that covers it is completely rococo.
The Jesús Nazareno chapel is one of Priego de Córdoba’s Baroque gems. Construction commenced in 1731 by Jerónimo Sánchez de Rueda and Juan de Dios Santaella. It has a hexagonal floor plan and features large niches, a balcony, on which lies windows that provide light to the ensemble. The plasterwork are gilded. The altarpiece was built during several stages, over a primitive Sagrario, by Santaella until 1760. The second tier was erected by Francisco Javier Pedrajas in 1790. The medallion, representing the crowning of thorns, is thought to be the work of Remigio del Mármol. The chapel, with its octagonal floor plan and segmented cupola with windows is the work of Pedrajas in 1788. In 1928, it was renovated by the sculptor Garnelo. The works consisted of recovering it with marble, sculptures and reliefs, with only the dome’s decoration remaining from the original project. The icon of Jesús de Nazareno can be worshipped in this chapel, which attributes to the Granadan Pablo de Rojas in 1592. It is a full-bodied image, although it was not robed until the 18th century, the era in which natural hair was also incorporated to make it even more realistic.