The Historical Memory Documentary Centre is located in a Baroque building, by Joaquín Benito de Churriguera, built as a hospital for orphans between 1719 and 1720. Its north façade is quite remarkable, with a central section that stands out like an altarpiece. Above the entrance door there is a vaulted niche with a sculpture of Saint Joseph with a child in his arms, crowned by a Virgin of Compassion and two angels. A semicircular cornice frames the sculptures, with a richly decorated cross above it.
As a result of the Disentailment it passed into private hands and in 1903 the San Ambrosio Foundation bought it to house its school, until in 1937 it was handed over to the Spanish Renewal Movement, to the custody of General Franco. The following July, the school's trust agreed to allow the building to be used, free of charge, by the Document Recovery Service, for staff accommodation. This was the beginning of the link between the former hospice and the institutions that would lead to the current-day Centre. In 1968 it was acquired by the State and refurbished, more significantly after 1979, to adapt it to the minimum requirements of an archive. A new building was constructed on the adjacent site, designed exclusively for document storage. This building was used as from 1998, when refurbishment works began in the former hospice.