The parish church of Zufre — dedicated to the Immaculate Conception — dates from the 16th century and is notable for its Mudejar tower, a style combining Islamic architectural forms with Christian building programmes that was common in Andalucia and Extremadura in the centuries after the reconquest. The tower is visible from the gorge below and from the surrounding countryside, making it the most prominent landmark of a village that is itself barely visible from the road.
The interior of the church contains a modest collection of religious art typical of a small Andalusian village — 17th and 18th century paintings and sculpture, a carved main altar, and the accumulated decorative additions of several centuries of parish life. The church is usually open for the morning hours; visit before noon to be sure of entry.