Nossa Senhora da Assunção is believed to have been constructed on the site of a Visigoth necropolis in the early 16th century.

In 1673, a painting of the Baby Jesus was done by Josefa de Óbidos for the Capela das Almas (Chapel of the Souls).

[1][2][3] The church suffered significant damage as a result of the 1755 Lisbon earthquake, particularly in the area of the façade and the upper choir, preventing its normal operation.

Following the dissolution of the monasteries in Portugal in 1834, further paintings by Josefa de Óbidos were moved from the nearby convent of Nossa Senhora da Piedade to the nave of the church.

In 1898 the businessman, Jorge O'Neil donated an organ to the church and in 1900 the ceiling panel was painted by José Malhoa with the Assumption of Our Lady, following a commission from Queen D. Amélia who, like other members of the royal family, stayed in Cascais for part of the summer every year.