Legend tells, on 24 February 1409, a Friday at the beginning of Lent, a Mercedarian friar named Joan Gilabert Jofré, was on his way from the priory on Mercy Square to St. Catherine's (Santa Catalina) church in Valencia to deliver a sermon.

In response to this event, he preached on the subject of care of the mentally ill and established a hospice for the mentally ill. A manuscript of Manuel Calvo dated 22 December 1848, reads: Translated, the passage reads: Ten people responded by building the hospital they called "El Hospital de Los Locos" [4] and on 1 June 1410, Sancta Maria [clarification needed] officially opened the 'Hospital d'Innocents, Follcs i Orats' under the protection of the 'Virgin, dels Innocents', known by the people as 'Holy Nostra Dona Maria dels Innocents'.

In the Iberian Peninsula and Latin-American Spanish speaking countries, the model of the 'Hospital de los Innocentes' was a forerunner in care of the mentally ill.[2] Jofré and the brothers constructed an oratory (capitulet) in the hospital to house an image of 'our Lady of the Forsaken'.

According to legend, three young men dressed as pilgrims arrived and offered to make an image of the Virgin within three days in exchange for their board.

[6] In 1416 King Alfonso V, the Magnanimous stated: The became known as the "Mare de Déu dels Folls, Innocents i Desemparats".

[4] The Brother's works increased to caring for many disadvantaged people such as foundlings, orphans and prisoners, and so, a second hospital was built.

Late, on the eve of the festival, at the 'Plaza de La Virgen', the Valencia municipal band performs, followed by fireworks over the Towers of Serrano, and folk dancing.

The route includes: Plaza de la Virgen, Caballeros, Plaça del Tossal, Bolsería, Mercado, María Cristina, San Vicente, Pl.