It was built at the behest of the Deruta magistrates in 1601; in 1606 it was attached to the Compagnia del Rosario or Compagnia della Morte. In this church, on Easter Monday, the procession to the Church of Santa Maria di Roncione ended with a solemn ceremony, and equally, on the following day, that of the Madonna dei Bagni. Inside, the only altar houses a fresco depicting the Madonna and Child by a local artist of late Mannerist culture. At one time the walls were adorned with frescoes depicting draperies, but these have now come down to us in part. The tile inserted in the facade, depicting the Madonna and Child, is an autograph work by Amerigo Lunghi.

Also from here come 6 votive offerings preserved in the Regional Museum of Ceramics now replaced by faithful copies. The votive offerings are very similar to those at the Shrine of Our Lady of the Bath both in style and in the initials P.G.R that is, for grace received.