This church belongs to the Confraternity of Our Lord Jesus of Mercy, in Azambuja, and has its origins in the turn from the 13th to the 14th century, when the members of the Confraternity of the Holy Spirit founded a hospital with that same invocation. Dedicated to give support to pilgrims, travellers and poor sick people, the Confraternity of the Holy Spirit was, during the first hundred years of its existence, the first and only charity and cultural institution in the town.