Jerez de los Caballeros is a town in south-western Spain, in the province of Badajoz. It is located on two hills overlooking the River Ardila, which flows into the Guadiana River, 18 kilometers east of the Portuguese border. The old town is surrounded by a Moorish wall with six gates. The town is said to have been founded by Alfonso IX of Leon in 1229. In 1232, his son Ferdinand III the Saint expanded the town and gave it to the Knights Templar. This is why the town is called Jerez de los Caballeros, which means "Jerez of the Knights."

Jerez de los Caballeros is the birthplace of explorers Hernando de Soto and Vasco Núñez de Balboa. On May 10, 1539, Hernando de Soto wrote in his will: "A chapel should be built inside the Church of San Miguel in Jerez de los Caballeros, Spain, where De Soto grew up, costing 2,000 ducats. The chapel should have an altarpiece showing the Virgin Mary, Our Lady of the Conception. His tomb should be covered with fine black broadcloth and a red cross from the Order of the Knights of Santiago. On special occasions, a black velvet cloth with the De Soto family crest should be placed on the altar. A chaplain should be hired to earn 12,000 maravedis each week to say five masses for De Soto, his parents, and wife. Thirty masses should be said the day his body is buried, twenty for Our Lady of the Conception, ten for the Holy Ghost, sixty for souls in purgatory, and many others as well. 150,000 maravedis should be given each year to his wife Isabel for her needs, and the same amount should be used yearly to marry three poor orphaned girls. These girls would help his wife and honor De Soto's memory as a kind and wealthy man."

However, De Soto died in the home of an Indian chief near the headwaters of the Arkansas River, close to present-day McArthur, Arkansas. He died a poor and defeated man, with "four Indian slaves, three horses, and 700 hogs."