Its origins date back at least to the 14th century, to a document from the chancellery of D. Pedro I, dated 1366, which refers to the pilgrimage routes to Santa Maria do Cabo. However, according to oral tradition, the discovery of the image of Our Lady on the promontory by two old men from Caparica and Alcabideche, who had been warned by Heaven in similar dreams, only occurred in the year 1410. The 15th century therefore marked a major development of the Sanctuary. During this period, the Ermida da Memória was built, as well as the original Church.
The high influx of pilgrims to the site, guided by the constitution of the Brotherhood of Our Lady of Cabo in 1432, led to the construction of the main buildings that today make up the architectural complex between 1701 and 1770: Casa da Água; Church; Aqueduct; Mãe d’Água/Poço Velho da Azóia; Wells; Casa da Lenha, Casa da Ópera; Inns; Three Pilgrimage Cruises and Arrival Cruise.
With the Napoleonic invasions, the cult began to gradually decline, which was halted, however, by several restoration works carried out over the last few decades.
Currently, the cult at the Sanctuary of Our Lady of Cabo Espichel is alive, particularly through the celebrations of the Azoia, Palmela and Sesimbra candlelight festivals, whose festivities take place in the months of March and April and August and September, respectively.