Commissioned in 1420 by João Gonçalves Zarco, one of the discoverers of the archipelago, it is said to have been the first chapel on the island.
The Chapel of Our Lady of the Conception, also known as Chapel of Nossa Senhora do Calhau (Our Lady of Calhau), is situated in the heart of the city of Câmara de Lobos, along the bay.
In 1420, João Gonçalves Zarco, one of the discoverers of the archipelago, commissioned it, and it is one of the first chapels to have been built in Madeira. However, according to some scholars, it was the first chapel on the island. Restoration work was undertaken in 1723 and 1908.
Its altar, in baroque style, is all in gilded woodcarvings. Inside it is still possible to see paintings by Nicolau Ferreira.
On 21st October, 1993, the Regional Government of Madeira classified the Chapel of Our Lady of the Conception as a building with Regional Cultural value.
The feast of Immaculate Conception is celebrated on 8th December.