The first inhabitants who arrived in these mountains were devoted to the Virgin Immaculate Conception, and in her honor, they named some of the mines (Royal Mines of Our Lady of the Conception).
Construction began in 1769, and by 1771 it was a building made of brick, lime, and sand with a thatched roof, carried out by Father Esteban Arango, parish priest of Marinilla. In 1859, Bishop Domingo Riaño ordered Father José Antonio de Aguilar to build a new church, completed in 1874. The façade, the clock, the bells, and many other works of artistic value in the temple were donated by Mr. José Miguel Arismendi, one of the wealthiest inhabitants of the town at that time. Its interior was designed by Luciano Jaramillo and Simón Caballero.