A Celtic castle existed here, from which resistance against the Romans originated. The city was nevertheless taken. Afterward, it began to be built as a Roman city and became an important Roman military base.

In the second half of the 5th century, Segovia became part of the Visigoth Empire. From the 8th to the 11th centuries, Segovia was under Moorish possession. In 1085 Alfonso VI conquered the city. From the 13th to the 15th century it was a royal residence.
San Esteban, erected within the 12th century, features a six-story sandstone tower and to the south, as usual in the Segovian Romanesque period, is a gallery with colonnades.