During this time, an elderly woman experienced an apparition of the Virgin who pleaded for the construction of a church where her image stood on a wall.

Construction began in 1575, and continued till completion in the first years of the 17th century under the intervention of the Dominican architect Giuseppe Nuvolo.

The interior was decorated in stucco by Domenico Antonio Vaccaro; the vaulting uses gilded wood.

It frames the 15th-century fresco of Santa Maria di Costantinopoli; above it is a relief of God the father and to the side are statues of saints Rocco and Sebastian.

The apse lunette was decorated by Belisario Corenzio with a fresco of the Virgin & John the Baptist pleading with the Trinity to liberate Naples from the plague.