The Círio procession has taken place since the colonial period, and mixes religious rituals and cultural expressions of the region. Its history dates back to events occurred in 1793, when a caboclo (Indigenous-European mixed-race Brazilian) named Plácido is said to have found the image of a saint among the stones of a small creek and taken it home. However, the day after the episode, the saint would disappear from his home and mysteriously return to the stones where he had been found it the day before. This is said to have happened whenever the saint was taken from the stream.

After many comings and goings, the image was also taken to the Chapel of the Provincial Government Place, where it would not stay for more than a night, the story says, returning to the creek even while guarded. Since then, the saint is worshiped by her devotees, who built a hermitage in the place to which its image always returned. The procession of the Círio de Nazaré seeks to repeat the route that the saint's image would have taken back to the creek.