The origin of this construction is in the palace of the family of the Marquis of Valdecarzana, a construction that at the end of the 18th century was in a state of abandonment that favored its acquisition by the Heredia family, which promoted an ambitious renovation and renovation project. building extension. The original building had been built between 1627 and 1629, with a design by Juan de Naveda or Gonzalo Güemes Bracamonte. Once the palace passes into the hands of the Heredia family, its reform and expansion is carried out, with a project by the architect Manuel de Reguera. The palace became a large free-standing construction, with four facades and a central courtyard. Three old facades were respected and the great façade (in classical baroque style) was built, which currently faces the Cathedral Square, where the family coat of arms was located. This façade has three heights, in which windows and balconies rhythmically follow one another, with the central street highlighted in plan and presided over, the upper floor, by the great shield of the Heredia family.