The festival of Madonna delle Grazie (Our Lady of Graces) is perhaps best characterised by moments of intense spirituality, which outweigh the folklore, making it one of the most heartfelt religious celebrations in Modica. The festivities in honor of Our Lady begin on April 30, reaching its climax on the third Sunday of May when, the most attractive part of the party - starting at dawn - takes place in the homonymous Sanctuary. The faithful (called the "Scausi") walking barefoot, begin a long pilgrimage, participating in the first morning mass at 6.00am, joined by a large crowd of faithful who flock to the shrine despite the unusual hour. The pilgrimage will end only late at night, with the return of the procession, which kicks off in the afternoon. The iconography of the beautiful statue is special: Christ is depicted with his arm while tending the silver arrows that symbolize God's anger towards the sins of his children, while Mary Mother of sinners intercedes for them. The statue is supported on the shoulders of many believers, and on its return to church the statue is made to go back and forth three times to the big square. The celebration concludes with the inevitable fireworks.

The cult of Our Lady of Graces in the city of Modica originates from a miraculous event happened May 4, 1615, when a slate tablet depicting the Madonna with her Child was found intact, after it had burned incessantly in a thorn bush for three days, without being consumed. The event proved to be so prodigious that a shrine was built, where the precious panel is venerated.