Located in peaceful woodlands 4km east of the city centre, this monastery contains a trio of 15th-century masterworks by Gil de Siloé, the man responsible for so many of the more beautiful features in the Burgos cathedral. The walk to the monastery along Río Arlanzón takes about one hour. To get here, head north along Paseo de la Quinta (flanking the river), from where the monastery is clearly signposted.