The original church, Mudejar Gothic, was built in 1487 on the site of an old medieval mosque. At the beginning of the 16th century it underwent a remodelling and its impressive bell tower was built at this time.
The church has three naves with six bays, the central nave being the tallest and widest, separated by semicircular arches, which rest on pillars on the fronts of which are pilasters with recesses.
The major alterations it underwent in the mid-19th century led to its interior and façades being transformed into a neoclassical church. These works were promoted by the Velez lawyer Federico Vahey, who was Isabel II's Minister of Grace and Justice, who ordered the construction of the funerary chapel consecrated to the dedication of San Federico, today known as the chapel of Cristo de los Vigías.
The Civil War deprived this temple of important Baroque sculptures. Nowadays, images are venerated in processions during Holy Week, the most important of which is Our Lady of Sorrows, a carving from 1750.
On the main altar there is a large wall, of excellent quality, painted by the Velez painter Francisco Hernández, showing a triumphant, risen Jesus, surrounded by the four evangelists.