The construction of the Church of the Capuchin friars dedicated to Our Lady Immaculate began after the choice of the site in 1580, completed in 1640. It was the second church of the Capuchin friars and was necessary to accommodate the increase in membership of the order between 1600 and 1700.  Between 1889 and 1892 the church was greatly enlarged by incorporating the oratory to which was added in 1884 the convent designed by Stefano Zirilli in Neo-Gothic style.   It was not until 1890 that the name "Conception" was added and two years later the new altar was built with a wooden sculpture of the Virgin of Sicilian manufacture. In 1935 the bell tower was erected.