The Chapel of San Gregorio (also called the Chapel of the Monument for its liturgical use on Holy Thursday) was built in the 17th century. For its construction, the space of the old Romanesque arcaded atrium of the church was used, of which some remains can still be seen from the entrance of Calle Daoiz. The chapel was probably dedicated to Saint Gregory so that the Gregorian masses in suffrage for deceased parishioners could be celebrated there.

The space of the chapel is presided over by an altarpiece from the year 1639. The altarpiece takes the form of a semicircular arch in whose attic there is a painting representing the Assumption of the Virgin. Under it, its central body is located, which acquires an interesting play of depth through the inlets and outlets in which two pairs of Solomonic columns are placed around a central rectangular space. This is closed by means of two doors in which the four Fathers of the Latin Church are represented, including Saint Gregory, as head of the chapel, together with Saint Augustine, Saint Jerome and Saint Ambrose. These doors can be opened and/or removed to reveal the large baroque urn, in gilded wood imitating goldsmithing, built to house the most valuable relic that the Parish possesses: a bone fragment of the right hand of the Apostle Saint Andrew. This relic was removed from the urn only during Holy Week to proceed to the adoration of the Blessed Sacrament in the Monument, which is still done today.
 

On the sides of the altarpiece the images of the Virgen del Rosario and San José are venerated. The first of them is a baroque carving that was the titular image of the disappeared brotherhood of Our Lady of the Rosary and was venerated in a nearby altarpiece, where the Immaculate Conception is located today. The image of Saint Joseph, meanwhile, is a devout contemporary effigy made of wood pulp. The decoration of the chapel is completed by two Baroque canvases representing the Recumbent Christ of El Pardo and the Christ of Burgos.