Daughter of Girolamo Benincasa and Vincenza Genuina; hers was a wealthy and pious family who supported the arts and sciences, and many of whom entered religious life.
An excellent student who studied the Bible and Latin Church writings.
She was early drawn to religous life, and even tried to enter a convent at age ten.
Given to ecstacies, and known for a mystical spirituality.
On 2 February 1581 Ursula received a vision of Mary and the Infant Jesus.
Christ asked that she build a convent for cloistered sisters to pray for conversions, and to dress as Mary in a white gown and blue veil.
Ursula was sent to Rome to have her vision investigated.
She was questioned by Pope Gregory XIII and Saint Philip Neri, who was impressed by her piety.
In 1583 she established near Castel Saint Elmo the Oblate Sisters of the Immaculate Conception of the Blessed Virgin Mary, called Theatine Nuns, their habit resembling that of the Theatine clerics.
Their rule included simple vows, active life, and adoration of the Blessed Sacrament.
In 1617 she founded the contemplative Hermitesses.
The rules of both were approved by Gregory XV in 1623.
She introduced blue scapular of the Immaculate Conception