One of the first bishopric temples in Almería was the mosque in Vélez-Rubio, consecrated for the Christian cult on 9th March 1501 and dedicated to San Pablo by the curate of Cartegena Juan Martínez, with the intention of annexing the diocese in the area.

A few years later, Don Pedro Fajardo, first Marquis of Vélez, initiated the construction of a church advocated by San Pedro. This building, which occupied part of the site of the actual church and was later adorned with a funeral chapel and various artistic pieces. The growth of the town in the 17th Century forced the building to be widened in the final years of the century, with the addition of a transept and domed chancel, according to a project by friar of the local convent of San Francisco, Francisco de Olivares.

An earthquake in 1724 caused damage to the newly constructed building, especially in the chapel dome with restoration work having to take place in 1728. Another earthquake in 1751 caused irreparable damage to the Church of San Pedro. Two years later don Antonio María Alvarez de Toledo y Guzmán, Duke of Alba and Marquis of Villafranca and Los Vélez gave the order to demolish the entire building, and to proceed in constructing a new church, which has been known ever since as the Incarnation Church. After the demolition of the ruined church, in 1753, and with the project bequeathed by the monastery of Hieronymites of La Nora in Murcía, Friar Pedro San Agustín, began building in March 1754, and concluded the building in December 1768, with a solemn blessing of the temple in 1769.

This construction, one of the best examples of religious architecture in Almería, is supposed to be the swan song of baroque art in the bishopric, a style that is animated in its numerous rococo details. The cruciform floor presents, behind the nartex sotocoro, three naves with tribunes on the lateral and far ends, covering all the areas with vaults, which culminate in a graceful cupola on the transept. It has three doors by Francisco Fernández, emphasizing the monumental footings on the shield of Don Antonio María Alvarez de Toledo and Guzmán, Duke of Alba and Marquis of Los Vélez, patron of the temple and its constructor.