The chapel existed already in the last decade of the 15th century in the premise which is called today "hall chapel", annexed to the House for the spiritual exercises built in the 1870s, the building now housing the Hotel "Casa del Pellegrino", on the right of the Basilica.
The statues, wooden mannequins finished and painted only in the exposed parts (limbs and heads) and completed by plaster clothes, date back to the end of the 15th century and have been put near to the workshop of the sculptors De Donati from Lombardy.