The present site of the Marble Palace of the Virgin, with the numerous chapels, cell and the offices, has been since ancient times a place of religious gatherings and manifestations.

Excavations have proved that in pre-Christian times existed a temple of Dionysos of panhellenic projection. Next to the temple, on the Western side, there was an ancient theatre, where musical, gymnastic and dramatic games were held.

When the religion of the Nazarene established itself on the Cyclades, this ancient temple was transformed into a Christian church dedicated to the Holy Mother of Christ and to St. John the Precursor. In this the wonder-working Icon of the Megalochari was kept and venerated.

This Sacred Church was destroyed in the middle of the 10th century during a great historic invasion of the Saracene pirates, who burned down and dug up this ancient building.

Since then the Holy Icon lay buried in the earth, until in the year 1823 the spade of a pious worker brought it to the surface and it became since then an invaluable relic and holy treasure of Christendom.

For the finding of worker-working Holy Icon many miraculous happenings occurred, which started from the Monastery of Kechrovounion lying on the slope of a mountain of the same name, 20 minutes by car from town. The Monastery was built about the 10th century and has always been example of the virtue and piety.