The sanctuary was established by the first arriving priest of the Order of Phillip Neri; they chose to enlarge a votive chapel dedicated to a painting of the Madonna and Child (1560) by Giangentile Di Lorenzo.
A prior, more elaborate design by Ludovico Carducci and funded in 1585 by the Duke of Urbino Francesco Maria II was abandoned.
The sanctuary has a modified Greek Cross design with three rounded lobes (apse and tribune arms) and a flat façade.
On the first chapel on the right is an altarpiece of the Blessed Alessandro Sauli presented by Angels to San Carlo Borromeo attributed to Felice Torelli.
The chapels on the left were decorated from 1593 to 1596 by the painter Felice Damiani and the stucco artist Vincenzo da Camerino.