Located in the state capital of Panaji, Our Lady of Immaculate Conception Church is believed to have been originally built as a chapel in 1541, to serve the religious requirements of the Portuguese sailors. The chapel eventually became a parish in 1600 and nine years later, it was replaced by a church. Its symmetrical zigzag stairway was constructed in the 18th century. The church is believed to have been modelled after the Bom Jesus de Braga in Portugal, with one middle and four side landings in perfect symmetry.

The statue of Our Lady was installed on a 5-m-high plinth on the middle landing in 1954. The church also houses an ancient bell obtained from the Augustinian ruins of the Church of Our Lady of Grace. It is considered to be the second largest of its kind in Goa, the largest being the Golden Bell housed in the Se Cathedral. With its white facade displaying Portuguese-Baroque and Goanese styles of architecture, the church has two towers and a looming belfry. Due to the fact that it can be seen from very far away, it is also called the crown of Panaji. One needs to climb 78 steps to reach the church. While the main altar in the church is dedicated to Mother Mary, the other two altars on either side are intricately carved and gold-plated. One of these belongs to the crucifixion of Jesus and the other to Our Lady of the Rosary. Marble statues of St Peter and St Paul flank these two altars. On December 8 every year, the church is illuminated to celebrate the Festival of Our Lady of Immaculate Conception. These celebrations are preceded by nine-day novena to Our Lady.