Built in the 1676 and reformed a century later. It is almost entirely Renaissance in style and has a Latin cross plan divided into three naves separated by semicircular arches resting on rectangular pilasters. The transept is covered by a hemispherical vault on pendentives and a denticulated ring ending in a lantern, and the arms and the presbytery are covered by half-barrel vaults with lunettes.
Above the entrance portico is the choir, which has a rococo style mixtilinear cornice that receives the wooden balustrade with the same profile. Underneath it is an interesting wooden doorway made by Bartolomé de la Cruz Arjona, a Cordovan living in Frigiliana, when he was only 23 years old. The main façade opens onto an atrium with an iron gate. Above its doorway, which consists of a semicircular arch on pilasters, there is a coat of arms of Bishop Fray Alonso de Santo Tomás.
The town of Frigiliana has had three hermitages: the Santo Cristo, Nuestra Señora de la Escalera and San Sebastián, all three of which were modestly built and enjoyed popular fervour. These hermitages perished in the flames during the Civil War of 1936.