Upon arriving in Rio de Janeiro, a Portuguese couple, António Martins Palma and Leonor Gonçalves sponsored the building of a small chapel, fulfilling the oath they made during the storm.

In the second half of the 18th century, as the ancient chapel was in need of repair, Portuguese military engineer Francisco João Roscio was put in charge of the project of a new, larger building.

[citation needed] Enslaved people were baptised in the church, including Rosa Egipcíaca, the first black woman to write a book in Brazil.

The façade contrasts the dark granite of windows, columns and other elements with whitewashed wall segments, a typical characteristic of colonial churches in Rio.

The church has been the site of several significant moments in the contemporary history of Brazil, such as the memorial mass of high school student Edson Luís de Lima Souto, and the Diretas Já campaign for popular direct presidential elections attended by over a million people in 1984.

The area around the church was the site of the Candelária massacre of July 23, 1993, which brought worldwide attention to the issue of police brutality toward street children in Brazil.