It was established in 2009 but Neapolitan Baroque building dates back to 1564, designed by Paola Cappellani.

The present 18th-century facade was built at the same time as the building's large two-ramp staircase.

After a recent restoration, the building was purchased by the University of Naples Federico II.

The architecture and interior decoration of the library follow the Neapolitan Baroque [it] style, especially thanks to the stucco works completed by Arcangelo Guglielmelli to restore the church in 1684.

For a while, the main altar's painting was Bernardo Cavallino's Santa Cecilia in estasi but, after several controversies, the work was moved to the Museo di Capodimonte.