The owner of the house in the late 17th century, Álvaro Vaz de Mogueimas, was determined to build a chapel consecrated to the Pietá, which he endowed in his will written in 1689.

The building of the chapel, as well as the adjoining façade, was concluded in 1710 by his son, and soon opened to the cult; the original retable was later replaced by a rococo one by Vicente Álvaro, the grandson of the founder, possibly for his wedding in the house chapel, in 1751.