This place stands out for its 20th century architecture and its relevance in local traditions, especially during the emotional processions of Holy Week.

The Church of Cristo Rey was built in the early 20th century to serve as the chapel for the Convent of the Daughters of Christ the King. The convent was founded by local benefactor Dolores Herruzo Moreno, on land she owned. In 1956, the church, formerly the convent chapel, was elevated to parish status along with the San Sebastián hermitage. Since then, regular religious services have been held in both. The parish is home to two brotherhoods that take part in Villanueva de Córdoba’s Holy Week processions: the Brotherhood of the Lord Bound to the Column, which parades on Holy Tuesday, and the Brotherhood of Our Father Jesus Nazarene and Our Lady of Sorrows, 'the Holy Encounter', which parades on Holy Wednesday.