The oratory was built by the Confraternity of Mercy, also known as “of St John the beheaded”, because of the church of the same name that no longer exists. The construction works ended between 1649 and 1658. Inside, it is worth mentioning the altar machine, dating back to the second half of the seventeenth century, was made by Giuseppe Scaglia and gilded by Giovan Battista Laudizi. Within it, there was a large canvas depicting Saint John the beheaded, which is located in the bishop's palace today, while on the cymatium a small canvas depicting the Madonna della Misericordia (Our Lady of Mercy) is still displayed. Both the works are by Giovan Battista Michelini. The removed canvas was replaced with another work by Carlo Botti. In the lunette above the Baroque altar there is a fresco of Christ in glory and angels by Mariano Piervittori. On the second altar on the right there is a Madonna with Child and Saint Eligius by Michelini, while on the first altar on the left there is a work depicting the Immaculate Conception and the Saints Rose of Lima and Angela Merici, attributed to Gaetano Sortini. The organ built in 1793 by Luigi Galligari is of exquisite workmanship.
