The church was built in 1608 under the auspices of Margherita Gonzaga, the sister of Duke Vincenzo I. It originally served as a suitable place of worship for the nearby Monastery of the Poor Clares. The monastery was closed down in 1786 and demolished to make way for a hospital in 1930. Today, the church is situated on the corner of Via Bonomi - a road that was built only after the Second World War - and Corso Vittorio Emanuele. The architect of this church is Antonio Maria Viana, Prefect of the Works for the Gonzagas, who produced a beautiful façade that triumphs for the contrast between warm-coloured walls and more classical elements, such as the columns and the tympanum.