Built by the initiative of the chapter cathedral, in request to the King Felipe II, it was realized between the year 1583 to 1646, initially as Casa de la Lonja (exchange market)(XVIth century). In the works, project of Juan Herrera, took part the architects Juan de Minjares and Alonso de Vandelvira.

In 1660 the building sheltered Seville’s Fine Arts Academy, and its first president was the painter Murillo, together with Herrera del Pozo. Later it was presided by the illustrious painter Juan Valdés Leal.