In the early 18th century, the Hermandad del Rosario, which was originally established in the parish church of Santa María, went into decline, which it overcame thanks to the efforts of the Venerable Simón el Ermitaño, who died in 1711 and was responsible for the construction of this chapel, dedicated to San Vicente Ferrer. The Venerable Simón, who lived in retirement in the chapel of San Benito, managed to revive the fervour of the brothers and devotees of the Rosary by encouraging them to go out in procession through the streets of the town at dawn and to have their own church in which to hold their rites. Shortly after his death, the Hermandad del Rosario de la Aurora began to build the church of San Vicente, which was completed in 1739. At the end of the century, on 1 January 1792, the brotherhood approved new Rules.
In 1914 it fell into decline and was permanently dissolved. In mid-1917 the church was closed for good. In 1936 it also suffered the consequences of the Civil War, all the chattels being destroyed.