The structure dates back to a vow made in the mid-17th century by a native of São Roque do Pico, Sebastião Ferreira Pimentel. While in transit to Lisbon, the ship he was on was attacked by pirates. In panic, the crew and passengers saw their ship enveloped in a dense cloud. At that moment, Ferreira Pimentel claimed to have seen a radiant female figure of rare beauty on the main mast’s rigging.
In gratitude for the granted grace, Ferreira Pimentel’s parents, Sebastião Ferreira de Melo and Margarida Vieira, built a small chapel in 1658 at Cais do Pico, dedicated to Nossa Senhora do Livramento (Our Lady of Deliverance).
Em agradecimento pela graça alcançada, os pais de Ferreira Pimentel, Sebastião Ferreira de Melo e Margarida Vieira, fizeram erguer em 1658, no Cais do Pico, uma pequena ermida sob a invocação de Nossa Senhora do Livramento.