The most emblematic building in Cájar is its parish church, which was built in 1785. Ventura Rodríguez was one of the architects involved in building this church. It was originally dedicated to the Incarnation, but today the church is dedicated to the worship of Our Lady of Sorrows. This church is built in neoclassical style, with simple shapes and solid masonry. Inside of particular note is the altar, with pictures and paintings of great artistic value.