In the town of Alhama a hermitage was founded under the patronage from the worship to the Virgen Inmaculada (Immaculada Virgin), destined to meet the needs of the population, such as caring for the poor and healing the sick. Later, a hospice was built next to it to accommodate the religious and serve the needy. In the 17th century there are references to a hermitage and a convent of the Concepción in Alhama, becoming a parish church at the end of 1968.
The church of La Concepción has a large square where visitors can see its entire front, restored in the late 20th century. The church follows the type of Murcian Baroque with only one nave, vaulted roof of lunettes and chapels facing the central nave. Originally, a niche with the image of the Inmaculada Concepción stood in its main facade stood where a new plant bell now has been built and entries expanded. A new restoration took place in 2009, adding a third body to the tower.
The old chapel of the church of the 18th century is kept behind the altar of the Church, with pilasters and architrave, and covered with a dome. It has paintings of floral and gold leaf decorations. These have been restored in recent years.