In this phase have been recorded several settlements in the municipality, among which the Cerro Alcalá, fundamental reference for the prehistory and early history of this town as well as medieval times.

During the fourteenth and fifteenth centuries was a small manor until in 1434 King John II gave to the Order of Calatrava, which was the task of Torres, Canena, inheriting from Jimena and pray.

Jimena In the sixteenth century, in line with Baeza, commoner in the conflict in the Castle of Charles V, even served as an outpost hidden from community members.

From this date Jimena was the domain of Don Francisco de los Cobos and his descendants after the Marquis of Camarasa, until the extinction of the noble privileges in 1812.

By Luis Martinez found the image in 1600, rose in the same place of the appearance this hermitage, which best could be called "cave" or "niche" and there was the picture for many years, until the people decided to build a true temple.