The church, built between 1816 and 1836 following the project by Pietro Bianchi, is an imitation of the Pantheon in Rome. It has a circular plan and is covered by an hemispherical dome with a lacunar made of stone. The most valuable element in the church is certainly the main altar, richly decorated with precious marbles, designed by Ferdinando Fuga in 1751. It had been originally placed into the church of Saints Apostles, in the old center. Before the entrance there is a neoclassical porch, covered by a gable on whose vertices there are the statues of the Religion, of San Francesco di Paola and of San Ferdinando.

In the focuses of the ellipse that defines the line of colonnade, they were placed two equestrian statues made of bronze. The one on north is by Antonio Canova, who received by Joseph Bonaparte the order for a statue of his brother Napoleon riding. The order was confirmed by Ferdinand of Bourbon, but changing the figure into his father Charles. Then Ferdinand asked Canova for another statue of himself, but the artist made only the horse, while the figure was completed by his Neapolitan disciple Calì.