On the walls of the spacious vestry hang paintings done by different masters.
Tiziano:Christ on the Cross. El Greco: the Agony in the Garden of Olives. Rivera: Santa Eugenia and Saint Peter. Zurbaran: Descent from the Cross. Luca Giordano: St. Peter's release.
The altar piece displays an important painting by the master Claudio Coello: The Host, allegedly desecrated by heretics and returned to Philip II by Rudolph II of Germany.