When the original Episcopal Palace was destroyed by a fire in the 19th century, Bishop Juan Bautista Grau y Vallespinos of the Roman Catholic Diocese of Astorga decided to assign the design of the new building to his friend Antoni Gaudí.

The two had become friends when Grau was Vicar-General in the Archdiocese of Tarragona and had inaugurated a church for which the architect had designed the high altar.

When Gaudí received the commission, he was still working at the Palau Güell in Barcelona, and thus he could not move to Astorga to study the terrain and the area of the new construction.

The edifice, built in gray granite from El Bierzo, is in a neo-medieval style harmonizing with its location, including the cathedral in particular.

Later, Bishop Marcelo González Martín promoted the conversion to the current role of the palace, a museum of religious art called Museo de los Caminos, dedicated to the Way of Santiago.