The Cenacle, which means "dining room" was built by the Crusaders in the 12th century to commemorate the spot believed to be where Jesus celelebrated the last supper with his disciples.  The Hagia Zion Church was erected on this site by earlier Christians and destroyed in 614 AD.

Jesus' Last Supper with his disciples

In Jesus' time, every male Jew, who was of age and
lived within 15 miles of Jerusalem, was bound to celebrate Passover every year in Jerusalem.  This annual feast commemorated the deliverance of the people of Israel from their slavery in Egypt (see Exodus 12).  On that night the angel of death slew the first-born of the Egyptians; but he "passed over" the homes of the Israelites, because the lintel of their doors was smeared with the blood of an unblemished lamb sacrificed for the occasion. 

Jesus chose the time of Passover to fulfill what he had announced at Capernaum– giving his disciples his body and his blood (John 6:51-58).  This is the most significant meal of Jesus and the most important occasion of his
breaking of bread.  In this meal Jesus identifies the bread as his body and the cup as his blood. Christians have understood Jesus’ passing over to his Heavenly Father by his death and resurrection as the new Passover, which is anticipated in the Last Supper and celebrated in the Eucharist or Lord's Supper, which fulfills the Jewish Passover and anticipates the final Passover of the church in the glory of God’s kingdom.