The legend of Our Lady of the Way is linked to the Chapel of Nossa Senhora do Caminho which today can still be found in the Town of Batalha and which abutted the conventual wall of the Dominican friars.
According to the legend, one fine day a Dominican friar was on his way to work in the fields, when he came across an image of Our Lady at a bend in the road. He decided to pick it up and take it to the Prior.
They then came to the conclusion that they should place the image in the church, in a niche prepared especially for it.
The following day, the friar was taking his usual route when he once again saw what seemed to be the same image from the day before, in exactly the same place as he had seen it the first time.
He returned to the convent, taking it with him once again to show to the Prior, who decided to put it behind lock and key.
On the third day, the friar was heading off for one more day of hard toil when, to his amazement, there again was the image back right where it had been found all those times before.
On this occasion the friar decided to head back to the convent, and the Prior, when he was told what had happened, chose to build a small chapel with a niche to house the image exactly where it had first appeared.