In The Conjuring Universe, the demon portrayed as a demonic nun is Valak.
Valak is the primary supernatural antagonist of The Nun (2018), a spin-off and prequel to The Conjuring (2013). The character appears in the form of a sinister nun, played by Bonnie Aarons, and was introduced briefly in The Conjuring 2 (2016).
The film places Valak in 1952 Romania, where the demon haunts the isolated Saint Cartha’s monastery. A Vatican priest and a young novitiate investigate the site after a nun dies under mysterious circumstances. The story connects Valak’s presence to the abbey’s history and to the character Lorraine Warren’s visions in The Conjuring 2.
Valak is sometimes confused with the franchise’s other supernatural figures. Annabelle is a haunted doll, while the Crooked Man is another entity from The Conjuring 2. The name also comes from earlier demonological sources, but the film’s nun-like appearance is an invention of the movie universe.