The church was commissioned by notary Salvatore Baglio, who, in his 1849 will, allocated the considerable sum of 500 *onze* for its construction “in the Calvario district, sufficiently populated and especially by poor people who, poorly dressed, cannot attend the central churches.” However, several years passed before the first stone was laid, due to legal disputes. It was finally opened for worship in 1869 and dedicated to Our Lady of Sorrows, as expressed by the benefactor, who did not live to see its completion. Nevertheless, popular tradition continued to refer to it by its original name, Our Lady of the Chain.
The façade was rebuilt in the 1950s and features simple architectural lines, with double pilasters and a stringcourse separating the entrance portal from a window above it. A bell tower adjoining the structure calls the faithful to gather for liturgy. The interior, consisting of a single nave, is characterized by a barrel vault with a strong entablature and stucco decorations. It preserves two frescoes depicting "The Deposition" and "The Ascent to Calvary", works by the San Cataldo artist Salvatore Naro, painted in 1928. On the main altar stands the statue of Our Lady of the Chain, sculpted by Calogero Cardella of Agrigento (1834–1926). By the same artist is the statue of St. Aloysius Gonzaga, placed on the left side wall.
Also preserved are two paintings by Carmelo Giunta, a painter from San Cataldo who mainly worked in Caltanissetta. The two signed and dated altarpieces from 1869 depict "The Crucifix with Souls in Purgatory" and "St. Paschal Baylon". The church also houses a papier-mâché statue of Our Lady of Sorrows, which until a few decades ago was used in the Good Friday procession.