Named for the pink stone cross located on the main altar, which, according to legend, was built on the basis on what the Indigenous people saw in the sky during the battle between the Chichimeca and Otomi  against the Spanish on the morning of July 25, 1531.

Another legend says that during his evangelizing mission, Fray Antonio Margil of Jesus took long walks leaning on a dry, lifeless stick. During his stay at the convent, he buried it in one of the orchards and it sprouted a tree that bears thorns in the form of a cross.  Some have 3 spines attached to it to simulate the nails of the crucifixion of Jesus.