The Inn has been a key historic enclave from the start. Don Francisco Gómez Sandoval and Rojas, first Duke of Lerma and minister of King Felipe III, built it as a royal residence for rest and recreation. The King took part of his court to this 17th century palace in Herrerian style, which preserves its exterior intact. Over the portal, the coats of arms of the houses of Lerma and Medinacelli crown the main façade of The Inn.
Lope de Vega and Rubens stayed here. Phillip IV and Phillip V also slept at the Inn.
There is a church next to The Inn which was rebuilt in the 1950s.