The chapel, an old Arab mosque, was the chapel of the commanders of the Castle. In 1499 it was restored as Capela da Misericórdia. The chapel was affected by the earthquake of 1755, and later reconstructed. In its interior, there is a retable with an image of Nossa Senhora da Visitação and of the Senhor Morto. Rui Dias, who possibly was a commander of the Castle, is buried here.