It was first built outside the walls in 1524.

In 1608 a wooden statue dedicated to Madonna del Soccorso was sculptured in order to carry it in procession.

Since it was damaged, a new church was built inside the castle walls in 1652. It contains four altars: in the main one you can find the statue of the Virgin Lady while the other ones are dedicated to the Ascension, St. Charles and St. Rocco.