The former convent of the Discalced Mercedarians was located in what is now Plaza de La Merced in Segovia. The convent was originally founded in Guadalajara, but in 1367 it was moved to Segovia. According to Sáez y Romero (1918):“It was established by Doña Elvira Martínez, the pious mother of Fray Pedro Fernández Pecha, founder of the Order of Saint Jerome, and of Alonso Fernández Pecha, who was bishop of Jaén.” It was demolished in 1835 due to its dilapidated condition, and the carvings from the main altarpiece were transferred to the parish church of San Andrés.