In the 12th century a Marian shrine / shrine was built in this place, dedicated to Nossa Senhora da Pena. In 1503 D. Manuel!, Developed and rooted the cult in this place, being built, by order of this king, a convent destined to the Order of São Jerónimo (We are at the time of the construction of the Jerónimos Monastery in Belém) Between 1503 and 1511 a wooden building is erected, followed by another, but in stonework (1511). The late-Gothic cloister dates from this first period of the convent, and the magnificent alabaster Renaissance altarpiece that is preserved in the palace chapel. Conceived between 1528 and 1532 by the French sculptor Nicolau de Chancerenne, with sculptural figuration inspired by the New Testament, highlighting the scenes from the childhood of Christ. In 1838, when D.Fernando II bought the property, it was in ruins, partly due to the 1755 earthquake. at the end of the century. XIX. The architect Eschwege is naturally inspired by elements of Germanic neo-Gothic, and others from oriental architecture. After the death of D. Fernando II, the palace is acquired by King D. Carlos. Queen D. Amélia lives here until the end of the monarchy in 1910. It represents one of the main expressions of 19th century architectural Romanticism in the world, constituting the first palace in this style in Europe, built about 30 years before Neuschwanstein Castle in Bavaria.