This graceful chapel atop Penha Hill was raised as a place of pilgrimage for Portuguese sailors in the 17th century, purportedly by survivors of a ship that had narrowly escaped capture by the Dutch. Most of what you see though came about in 1935. In the courtyard is a marble statue of Our Lady of Lourdes facing the sea; symmetrical staircases lead down to a grotto of the saint, complete with pews and altar. The grey chapel is visible across the lake.
Adjoining the chapel are the living quarters of the bishop. Nicknamed 'Bishop's Palace' though it is by no means palatial, the residence is off-limits to visitors. Penha Hill, also known as Bishop Hill (主教山), can be accessed via Calçada da Penha off Rua Boa Vista.