The dedication to Our Lady of Loreto pays homage to the Shrine of Our Lady of Loreto, on the Adriatic, Italy. The Shrine of Our Lady of Loreto is the third largest European Marian shrine after Lourdes and Fatima.
The tradition of Our Lady of Loreto goes back to the year 1291. When the crusaders and European merchants returned to Europe from the Holy Lands they brought with them a number of relics, objects of devotion and remembrances of holy shrines. Among these relics was the house of the Mother Mary which – both tradition and Christian devotion maintained – was the where the archangel Gabriel appeared to Our Lady. The house arrived at Loreto on December 10, 1294.
When the Nadur parish was established in the late seventeenth century, Qala, Ghajnsielem and Comino were also part of the Nadur Parish. However, in Ghajnsielem a shrine dedicated to Our Lady of Loreto erected on a source of water where a villager is said to have had an apparition. Decades later, a church dedicated to Our Lady of Loreto was also built in Ghajnsielem. This was a votive promise after the village was delivered from cholera. In October 1866, a statue of Our Lady of Loreto , crafted in Marsielles by Gallard et Fils was delivered to Mgarr Harbour from where it proceeded in procession to the, now, old church of Our Lady in Għajnsielem.
With the growth of the village, plans were drawn and the foundation stone laid in 1924 but it took five decades until the new Church, in Lombard-Gothic style, was completed and consecrated in 1978.

The walk continues from the Parish Church of Our Lady of Loreto, past the old church and the Franciscan church and convent in Ghajnsielem towards the Church of the Immaculate Conception in Qala, overlooking Hondoq ir-Rummien.