The church of the former Convent of Our Lady of Mercy of the Third Order of Our Lady of Mount Carmel of Saint Francis was started in the end of the 16th Century and was completed in 1633. Highly damaged by the 1755 earthquake, the church was renovated under the sponsorship of Frei Manuel do Cenáculo, then becoming the parish seat of Our Lady of Mercy in 1835. Combining Mannerist and Baroque features, the church shows a remarkable ensemble of gilded wood carving, sculptures and paintings from the 17th and 18th Centuries in the chancel and in the side-aisle chapels, and also has two richly decorated pulpits.