The actual parish church of Santa Maria la Coronada (Saint Mary the Crowned) built in 1735, stands on the site of a previous shrine, built in 1508.
St. Mary the Crowned is also the name of the Catholic cathedral of Gibraltar- from which San Roque's inhabitants fled in 1704.
The church has three naves, and houses the much revered image of Nuestra Seņora de Europa/Coronada - Our Lady of Europe or Our Crowned Lady.
Several historic figures who died in the siege of Gibraltar are buried inside the church, amongst them the poet Jose Cadalso, deceased in 1782. The church has been catalogued as a historic and artistic monument.
Other notable monuments are the Oratorio de San Felipe, the Iglesia or church of La Merced and the church of San Francisco.
The present shrine of San Roque was built in 1801, but subsequently sacked by Napoleon's invading army during the War of Independence, to be subsequently restored in 1835, when a new image of the saint was placed there.