Originally called Santa Maria delle Grazie, the church was started in 1495 by order of Alberto Pio III. With the construction interrupted , the church and the convent underwent a Baroque renovation. The convent (now hosting the municipal music institute) is developed around the XVIII century courtyard; the internal rooms show decorations and wood ceilings from the XVII century.
The single hall church has been recently adapted to Auditorium. In the XVIII it used to host paintings by Guido Reni and Guercino, now on display at the Estense Gallery in Modena.
The Auditorium can only be visited on occasion of events