It is estimated that the first hermitage was built around the year 1500, though no reference to it appeared in written documents until the year 1650. The building is located in the most popular fishermen's neighbourhood of Mamariga.
Popular legend has it that, in the year 1600, a wooden figure of Our Lady was washed up on the reefs of Lallana on the coast near Santurtzi and the people who depended on the sea for their living started to attribute miracles to the figure. For this very reason, Our Lady of the Sea replaced Saint Eulalia, who had been venerated as patron saint until then.
Francisco Berriozabalgoitia built the Neo-Gothic inspired construction in the year 1901.