The origins of the church date back to 1620, when construction began on the site of a pre-existing votive chapel dedicated to Our Lady of Grace. By 1630 the church was completed and opened for worship. In 1623, the city jurors granted the adjacent land to the Augustinian fathers to build a convent. The foundation act dates to 1624, and construction began two years later, in 1626. According to tradition, the first stone was laid by Prince Luigi Guglielmo I Moncada, whose family supported the arrival of the Augustinians in Caltanissetta.
Although it was located outside the city walls, the church soon became popular with the bourgeois class, as evidenced by the numerous distinguished burials inside.
With the suppression of religious orders in 1866, the convent was confiscated and expanded. Part of the building was used as the seat of the technical institute, and part as a customs guard barracks. In 1882 it housed the Maddalena Calafato orphanage. Expansions continued into the twentieth century, also affecting the cemetery behind the church. Between 2013 and 2014, the building underwent major restoration that brought to light valuable historical features: the external staircase, removed after World War II and replaced by a reinforced concrete balcony, was rebuilt, and the interior stuccoes were restored.
Today the church is fully incorporated into the urban fabric, although it still lies on the western edge of the historic center, in the area known as Canalicchio, along the old road to Palermo (now Via Maddalena Calafato).
The façade is elevated above the street and is accessed by an external staircase. The interior has a single nave with side altars and a barrel vault decorated with rich stuccoes dating from 1840.
The main altar preserves a painting depicting Our Lady of Grace, the work of Pietro Antonio Novelli, father of the better-known painter Pietro Novelli.