It has a merciful legend that one night in mid-August, 1227, a bundle of light awakened a shepherd near the hill of Cabezo in the middle of Sierra Morena. From that light broke out the Virgin who asked the shepherd to build a sanctuary at that aside place for the faithful to venerate her. Startled by the apparition shepherd Juan Alonso de Rivas told what happened in Andujar. Three times the Virgin Mary appeared that summer and last healed the shepherd's arm as a proof of his goodness.
