It is located on the edge of a cliff, at Sítio, a high neighbourhood of Nazaré.
The legend says that the knight Dom Fuas Roupinho was riding his horse and chasing a deer at high speed. Suddenly they were on the edge of the cliff: the deer fell down but the knight and his horse were stopped by the image of Holy Mary. Dom Fuas Roupinho made build this chapel in 1182, as thanksgiving. Lucky him and his horse, sad for the deer.