The Church of Mary Immaculate is situated beneath the Castle of Škofja Loka and they are connected, too.
The church was built in 1358 but its Baroque image was put on after the fire in 1669.
 Precious tombstones and Baroque pulpit made of stone in the interior and the relief of crucifiction in the exterior could be seen.
Because of the 1782 reforms the Klarisa's nunnery which operated under the church complex was dissolved and taken over by the Ursula's who opened girls school in the Castle.