Its origins go back to the founding of the town, at the turn of the 15th to the 16th century, and it was remodelled in the 18th century as part of the works promoted by King João V.

Its blue-and-white tiled interior, which tells episodes from the life of St Sebastian, is a work of art worth seeing.

The chapel is part of the city’s thermal heritage, so visits must be booked through the Hospital and Caldas Museum.