Considered one of the most valuable buildings of the medieval heritage of Madrid, the exact date of its Foundation is unknown. Although its Romanesque style points to the XI and XII centuries, the appearance of a small necropolis nearby would reveal a source vidigodo.

Traditionally, has been considered that the monastery was promoted by King Alfonso VI in the 11th diglo and occupied by the "order of the rule of St Benedict". In 1404, the Franciscans took up the reins of the monastery, under the patronage of San Antonio Abad- until, After the Napoleonic Invasion, the French became a military barracks. With the Disentailment of Mendizábal in 1835, It was purchased by the descendants of the painter Francisco de Goya. Later it belonged to the doctor Jiménez Díaz and after his death in the 1960s, returned to Franciscan hands. After its restoration in 2004, belongs to the Idente missionaries.

This time its walls have hosted illustrious figures such as the Mendoza, the Marquis of Santillana or Cardinal Cisneros.