In the 15th century King João II ordered construction of the little chapel in honor of the Virgin da Pena. One century after King Manuel I ordered the construction of a small convent for the religious order of Saint Hieronimus (18 monks), and abandoned after the 1755 earthquake.

19th century Ferdinand of Sax Coburg Gota (king consort of Portugal) decide to build his summer Palace (over the convent ruins), the contracted architect, a German baron (probably) inspired by the German castles and the romantic movement of late 1800’s resulted in a very unique complex.

Since the end of monarchy in 1910 the place is now a museum open for visitors, and is now the most visited place in Portugal,