Marchena’s San Sebastián Church was built outside the walled compound. It was initially intended as a Shrine to Saint Sebastian, the town’s patron saint.
The 16th-century chapel was severely damaged by the 1755 Lisbon earthquake and almost in ruins. Therefore, it was demolished, and the current baroque temple was built in its place in 1778. It consists of three naves of identical length. Highlights inside include the image of Our Lady of Mercy at the altar and the much-revered sculpture of a Child Jesus, attributed to Martinez Montañes. There is also a baroque statue of Our Lady of the Immaculate Conception in the Tabernacle Chapel by the sculptor Lorenzo Coullaut Valera.