Convento de la Consolación (Jerez de los Caballeros) Monument · Jerez de los Caballeros, Sierra Suroeste, Badajoz Image of Jerez de los Caballeros, not of the place itself. A convent founded in 1499 after a visit to Jerez by the Visitor General of the Order of Saint Francis, when a group of women asked Pope Alexander VI for authorization to profess the rule of Saint Clare. Photo: José Luis Filpo Cabana (CC BY 3.0) What to see and do in Jerez de los Caballeros