Undoubtedly the main strength of this city-fort is its faith in God and deep love for the Virgin Mary. Since its earliest documented existence, it seems that Cospicua always had the Virgin Mary as its prime patroness. Its rise to fame started inside a rock. An early centre of devotion was a cave dedicated to Our Lady of Help (Succour), known as St. Helen (Santa Liena). The devotion to this saint, responsible for the name of the nearby gate, is probably due to the corruption of Chantereine (Santarena), which sounds like Santa Liena. This underground chapel was revealed during the clearing operation from the war rubble. The chapel appears to have been troglodytic with the chancel and the apse cut into the side of the cliff.
But the first parish church dedicated to the Immaculate Conception of Our Lady consisted of a small chapel on the hill known as L-Għolja tal-Ġonna (The Hill of the Gardens). It was subsequently enlarged and embellished, especially after 1627 – 30. During the term of office of parish priest Gian Maria Barbara, around 1680, a new church started to be built on the same site. In 1686 architect Lorenzo Gafa` was commissioned to design its steeple. Owing to various problems, including the bad effects of the plague of 1676, years of drought and poverty, as well as delayed decisions about some side chapels, this church took years to build. In fact it was only completed by 1732, when it was solemnly consecrated by Bishop Alpheran de Bussan.