The first stone of this palace designed by the genius Antonio Gaudí i Cornet, who directed its construction until 1893, was placed on 24 June 1889, the saint's day of Bishop Grau Vallespinós, who was from Reus and promoter of the work. When Gaudí abandoned the project, the building had already reached the fourth and final floor of its height.

It seems clear that Gaudí envisaged its design by taking into account the aim of the building and combining concepts such as temple, palace and castle, which is the impression that visitors receive.

Although it was considered finished in 1913, it remained empty until 1964, when today's Museo Diocesano de los Caminos began to be installed in this magnificent setting. The museum contains valuable objects representing the different physical and spiritual, religious and profane caminos that have passed through this two-thousand-year old city and the most varied towns of the extensive diocese of Astorga, whose origins probably date back to the Apostolic Age.