The first documents about the rupestrian settlement of Pesco date back to 1236, but legend has it that the construction of the church took place as an ex voto by an English captain, led to safe shore by a mysterious light during a stormy night in the Ionian Sea. The search for the miraculous light bought the captain on the edge of the ravine, where in one of the caves of the rock settlement, with an entrance facing the sea, a votive lamp was lit in front of a painting of the Virgin with Child. Here he built the ship-shaped building and from that moment on, people began to call it "Our Lady of the Light". Other sources associate the name "Pesco" to "piscus" or rocky spur, and it is precisely in this position that the church still stands today.
The church has a Romanesque facade with some Gothic elements. The rould-arched main portal has prothyrun and columns decorated with vegetal, animal and fantastic motifs. The rose window ist flanked by two lions in profile on asymmetrical frames.
In the left side of the nave, the portal leads to a small courtyard and to the rupestrian settlement (about 300m from the church).