This church was built by the architect Marcos López in 1669 and finished by Francisco de Moradillo in 1761; it is also believed that José de Churriguera and Pedro de Ribera took part in the project. Located in the Latina district, it is laid out in the shape of a Greek cross and is crowned with a large dome on a drum over Byzantine-style pendentives. The inside has three naves and four closed chapels with their corresponding domes.
The façade was built in granite and has been attributed to Churriguera. It is made up of eight large pillars topped off with capitals of the compound type. The two pillars at each end frame the two towers and, between the four central ones, there are three semi-circular entrance arches. Above the arches, in niches, are the statues of San Cayetano, Nuestra Señora del Favor and San Andrés Avelino, made in limestone by Pedro Alonso de los Ríos.
The temple was set on fire in 1936 during the Civil War and it would have been completely destroyed if it weren’t for the falsework carried out by Fernando Chueca Goitia. It was rebuilt after the war; its façade was completely saved and its large central dome was rebuilt.