The abbey overlooks the Sacromonte Valley. It stands on the summit of Mount Valparaiso at the top of a path which zig-zags down the hill with seven bends.
It was here in 15th March 1594 that two men came looking for treasure and supposedly came across a cave where they found some lead plates. Written in Arabic, these told the story of the martyrdom of St. Tesiphon. The Archbishop ordered further excavations, and some remains, more plaques describing the martyrdom of St. Cecilio, St. Tesiphon and St. Hiscius, and also an oven and some ashes were found.
On June 6th 1598, a house was built to guard the relics, and in 1600 work began on the collegiate church. A foundation was established for the abbey with an abbot and 20 canons. The symbol of this foundation was the star of Solomon which can be seen throughout the abbey.
Construction stopped in 1610 when the archbishop transferred to Seville, although only the courtyard, the southern nave, and the church which exists today had been built. The original plans for the entire construction (which were never carried out) can be seen in the Library. At the beginning of the 20th century, further extensions were made and another storey was added for the school and university. The building therefore consists of three parts: the Abbey, the Seminary, and the New College.
The ashes of the martyred saints are kept below their statues in the church.
It is also possible to visit the catacombs below the church. Linked by low, narrow passages, there are a number of small chapels where you can see various paintings and statues. In one of these chapels, there is the cross carried by St. John of God when he was asking for alms, and in another a large stone, which folklore says, if a woman kisses, she will find a husband within the year. Finally, behind an iron grille, there is the oven where the martyrs are said to have been burned.