Situated on a elevated area of Funchal, the parish of São Roque was established in 1579. The traditional festival in honor of Nossa Senhora da Alegria takes place here in August. Every year, this event attracts many visiting immigrants and provides an opportunity for the people to enjoy the beauty of the Montado da Esperança and of the Laurissilva forest.
The well-known Manor and Chapel of Nossa Senhora da Alegria is located towards the north of the parish in what is known as Lombo da Alegria. The main church sits near the most populated area. It was built in the nineteenth century and has been the parish church since 1820.