Towards the end of 1886, a fire completely destroyed the Episcopal Palace of Astorga. As the city did not have a diocesan architect, Bishop Grau decided to contract his friend Gaudí to construct a new episcopal seat right next to the cathedral, above the wall.

The relationship between Grau and Gaudí began years earlier when the bishop, being the General Vicar of the Archidiocese of Tarragona, inaugurated the chapel, with the altar designed by Gaudí, of the College of Jesús-María, where Rosita Egea was interned. Rosita was the architect's sick niece. During the six years that construction lasted and during Gaudí's visits to Astorga, Gaudí and Grau shared in many conversations on liturgical reform, which both believed was needed in the church.

When Gaudí was commissioned for the work, in 1887, he was still finishing up with Palau Güell and didn't have enough time to travel to the sight of the the new work to survey the area, and therefore asked that Grau send him photographs and information on the environment, so that he could prepare a project which meshed well with the surrounding architecture.

Once he had studied all of the information, Gaudi drew the plans and sent them to Astorga. Bishop Grau was happy with the plans and began procedures to get them approved by the administration, since it was an eclesiastical building, it depended on the Ministry of Grace and Justice. After various modifications, the project was approved in February of 1889. The first stone was placed not long after - on June 24th of that same year.

Gaudí decided to use Catalonian workers and bricklayers to make sure that during the periods when he was in Barcelona, his ideas would be interpreted correctly.

It has been said that the three giant flaring stone arches of the portico of the entrance were not finally able to be raised until Gaudí came and helped the workers (who had already attempted two times prior) with his own hands.