The event which led to the construction of the church occurred on 6 June 1453 during the war between Louis of Savoy and France.

A group of French soldiers had plundered the main church in Exilles, a town in the Val di Susa.

The donkey which transported the sacramental bread from the Exilles' church fell on the ground and the Holy Spirit rose and illuminated the square from the air.

However, nothing was built until 1521, when Innocenzo Cybo, Archbishop of Turin, ordered the construction of a small oratory by Matteo Sanmicheli.

In 1753 king Charles Emmanuel III of Savoy commissioned Benedetto Alfieri to restore the interior decoration and to ornament it with stuccoes.