Precipitation of salts—mainly hydrated Mg-Na sulfates—in building materials is rated as one of the most severe threats to the preservation of our architectural and cultural heritage. Nevertheless, the origin of this pathology is still unknown in many cases. Proper identification of the cause of damage is crucial for correct planning of future restoration actions. The goal of this study is to identify the source of the degradation compounds that are affecting the 15th-century limestone sculptures that decorate the retro-choir of Burgos Cathedral (northern Spain). To this end, detailed characterization of minerals by in situ (Raman spectroscopy) and laboratory techniques (XRD, Raman and FTIR) was followed by major elements (ICP and IC) and isotopic analysis (δ34S and δ15N) of both the mineral phases precipitated on the retro-choir and the dissolved salts in groundwater in the vicinity of the cathedral. The results reveal unequivocal connection between the damage observed and capillary rise of salts-bearing water from the subsoil. The multianalytical methodology used is widely applicable to identify the origin of common affections suffered by historical buildings and masterpieces.