The Church of Our Lady of Mercy is located close to Colva Beach and is few kilometres away from the Majorda-Beach. This church is popularly known as Igreja de Nossa Senhora de Piedade among the locals and was established in 1630. It houses the idol of Menino Jesus, that is baby Jesus. It is believed by the local people that this church has healing powers and can cure any ailment. Tourists visit this church during the Fama Festival, which is celebrated in October.