This church belonged to the ancient Convent of the Augustinian Recollects, which replaced in 1635 a 16th Century hermitage in the fulfilment of a vow. The building was destroyed by the 1755 earthquake, and then rebuilt and reinaugurated in 1785. The main façade shows a monumental character and the back façade keeps a tile panel depicting the patroness. The eight-sided nave is covered by a vault with a painting by Pedro Alexandrino. The main altarpiece, topped by an aureole, frames the vestibule of the image of Our Lady of Penha de França.