Off Zafra's main shopping street, this imposing 15th-century Mudéjar convent is a working convent with cloistered nuns. Visitors can, however, explore the on-site museum covering the sisters' lives and Zafra's history. Visits include the gilded chapel, where Jane Dormer, lady-in-waiting to Mary I of England, is buried. The sisters also sell pastries in the shop.
Excellent 45-minute guided visits (in Spanish) run at noon.