[5] The historical chronicles say that King Alfonso X of Castile (Alfonso the Wise), present on the site in 1270, ordered the construction of a hermitage dedicated to the Virgin Mary in the place then known as Las Rocinas, which had recently been reconquered from the Muslims who at that time still ruled much of southern Spain.

[6] The same chronicles say that attracted by the beauty of the area and its abundant deer,[6] Alfonso established himself a hunting preserve there in 1269,[7] first known as the Coto Real del Lomo del Grullo y Las Rocinas,[8] which largely coincides with today's Doñana National Park or Coto de Doñana.

[11] After the quake, the Virgin of El Rocío was brought into the village of Almonte, where it remained for two years while a second hermitage was built.

[14] This second hermitage was restored in 1919 under the supervision of José Luís de Cózar, but was demolished in 1963 to make way for the present structure.

[11] The present hermitage building was designed by architects Antonio Delgado y Roig and Alberto Balbontín de Orta.