Due to a plague epidemic, the people of Figueres built in 1348 a chapel dedicated to Saint Roch in a place called La Muntanyeta. More than two decades later, the city invited the Capuchins to settle in the city and granted them the old Saint Roch chapel, where they built their own convent. In 1753, however, construction of the Sant Ferran Castle was approved, forcing the Capuchin friars to move to a new site, ceded to them in Rec Arnau.
The new Capuchin convent was inaugurated in 1760, having received royal support for its construction. The ecclesiastical confiscations of Mendizabal (1835) caused the exclaustration of the friars; the convent has since served various purposes, among them, barracks to the Civil Guard and municipal warehouse.
From 2011 to 2015, rehabilitation work was carried out to convert the building into the auditorium that it is today. In addition, two mural paintings from the eighteenth and nineteenth centuries – now restored – were discovered during renovations. The main hall of the auditorium takes advantage of the space occupied by the old church and has a seating capacity of 205.