The oratory, with its elegant Ionic columns that support the tympanum on the facade, was already in existence in the start of the 1600s. After the plague of 1632, it was rebuilt under the name of Saint Roch and John the Baptist as a way to give thanks, uniting it with the Compagnia del Santissimo Sacramento e San Rocco (the Confraternity of the Blessed Sacrament and Saint Roch).