It was built on a site of a Jesus college. It was a foundation, set up by clerics from Madrid's Royal Monastery (Monasterio de la Visitación), under the patronage of the princes Carlos María Isidro de Borbón and his wife, María de Asís de Braganza y Borbón. The monastery was built in neoclassical style, between 1826 and 1832. On the outside, the facade is made from black and red marble, featuring the shields of Spain and Portugal, Saint Charles Borromeo, Saint Jane of Chantal and Saint Francis of Assisi. Inside the church, built in the shape of a Latin cross, there is an interesting collection of religious paintings by the Court painter, Vicente López and his school (Valencia)

The Wall Museum is located in the basement of the "Casa del Paso" building, on the Salesas Campus of the Miguel Hernández University. It also houses an interesting and well organised archaeological site, set up after various stages of excavation between 1998 and 2000. Significant architectural heritage sites are well conserved: The town wall, four watchtowers dating back to the Almohad era (Designated Cultural sites since 14/12/1998), Arab baths, Islamic and early medieval streets and homes, a Gothic palace and architectural remains of the Casa del Paso (17th Century). Furthermore, remains dating back from the second half of the 12th Century to the 20th Century have been recovered. During the visit, around the perimeter path and glazed walkways, there is also a variety of complementary resources to help interpret the findings, such as display panels, scale models, signposts, display cases and a video.

For a close encounter with Luxembourg's industrial past, make time for a visit to this blast furnace once used for steel production. Furnace A can be explored both independently or as part of a guided tour; those who make it all the way to the top will be rewarded with sweeping views of the surrounding areas.