The Ilha do Pessegueiro, off Porto Côvo, is one of the most beautiful places on the Alentejo Coast.
Scholars believe that the occupation of this coast dates back to Carthaginian navigators, in the time before the Second Punic War (218-202 BC). At the time of Roman occupation of the Iberian peninsula, the island housed a small fishing center, as evidenced by the recently discovered traces of salting tanks.
At the time of the Philippine Dynasty, it was planned to expand that natural anchorage with the aim of avoiding that corsairs used it like point of support in that stretch of the coast. An artificial rock-building would link the island of Pessegueiro to the coastline.
From 1590 onwards, in the context of this project, the building of the Santo Alberto Fort was started, in a dominant position on the island, with the function of crossing fires with the Fort of Our Lady of Queimada, which was the frontier on the continent.
The work on the Pessegueiro project was interrupted in 1598 by the transfer of its person in charge to the works of the Fort of Vila Nova de Milfontes, never having been completed.
The Island of the Pessegueiro gained fame like refuge of pirates. One of the local legends tells of the arrival of pirates from North Africa, who only found a hermit there, determined to defend the chapel in their custody and prevent their own captivity. The pirates killed the hermit, plundered the chapel, and fired at a hissing image of the Virgin, and then they left. Then came the people of Porto Covo, who searched the image all over the island. They discovered it intact and placed it in another hermitage, which would be known as Chapel of Our Lady of the Burning.