The members of the brotherhood celebrate several masses as well, following the Estatutos o constitutions of the own association and the liturgic calendar of the Roman Catholic Church.
Historically, the brotherhood has claimed older origins, linked with queen Isabella I of Castile, without documental prove.
The image of the Virgin of the Anguish by artist Juan de Juni was carved in 1561 and became the main piece of devotion of the brothers and eventually of the entire city.
The Anguish Brotherhood commissioned pasos to artist such as Francisco del Rincón and Gregorio Fernández.
Archbishop Remigio Gandaségui restored the processions in Valladolid in 1920 collaboration with the National Museum of Sculpture where most of the pasos had been preserved.