The Holy Cathedral Church of Our Lady of Mercy is a Catholic temple, seat of the Diocese of Huelva.

Created as a convent of Mercedarian fathers in 1605 on the old Hermitage of San Roque, it functioned as a chapel of the Provincial Hospital and as a parish until it was consecrated as a cathedral on March 15, 1954 when the Huelva diocese was created from the Archdiocese of Seville .

The convent of La Merced was built by order of Alonso Pérez de Guzmán, VII Duke of Medina Sidonia and lord of Huelva at this time. The church, now the cathedral of Huelva, served as a chapel for the services of the Mercedarios Descalzos convent, and was founded in 1605.

The original structure lasted barely a century, due to the fact that the ruin threatened the complex as early as 1714 and the Lisbon earthquake of 1755 seriously affected the building, leaving the Chapel of San Cayetano destroyed. Despite this, the next earthquake in 1765 was the one that ended seriously affecting the Church and Convent of La Merced, requiring a comprehensive reform. At the end of the 18th century, under the project of Pedro de Silva, already in pure baroque style, the new temple was erected, with Ambrosio de Figueroa taking charge of the works and, on his death in 1775, Francisco Díaz Pinto continued them. This reform that would conform the current appearance of the Iglesia de la Merced lasted well into the 19th century.

The main obstacles in the long reform of the church were the Napoleonic invasion of Huelva in 1811, the suppression of the manors in 1811 (since it was still linked to the Casa de Medina Sidonia) and the suppression of the male religious communities by Minister Mendizábal in 1835.

The confiscation of Mendizábal (1835), as in other properties of the Church in Spain, caused the convent of La Merced to pass into public hands, in this case the Provincial Council. This body was in charge of promoting the resumption of works in La Merced.

The church remained open for worship and the convent served as military installations from 1844.

Later, from 1861, the old convent changed its use and housed an Institute of Second Education and Normal School of Teachers.

It has also housed the headquarters of the Provincial Council and the General Technical Institute and has served as a Provincial Hospital, raising a third floor for this health use in 1957.