Villa Il Palagio is a true Tuscan village and like all Italian villages has its own chapel, the oratory, which is still consecrated. It dates back to the 18th century, is in a good state of preservation, and is the result of a long history of devotion. There are documentary traces (1646) of the original oratory of S. Maria della Neve, not far from the current Palagio; the present building dates back to the early 1800s, as recalled by a plaque on the façade of the church.

The oratory is still available for religious ceremonies.

According to tradition, or legend, the title of Madonna della Neve originates from the early centuries of the Church and is closely linked to the rise of the Basilica of Santa Maria Maggiore in Rome. In the 4th century, under the reign of Pope Liberius (352-366), a Roman patrician and his wife, childless, made a gift of their goods to the Holy Virgin for the construction of a church dedicated to her. The Virgin Mary appeared in a dream to the spouses on the night of 4 and 5 August, indicating with a miracle where the Church was to be built.

The next morning, when the Roman spouses came to Pope Liberius, they discovered that he had had the same dream and that the place indicated, the Esquilino hill, was found covered in snow, at the height of a Roman summer. The Pope traced the perimeter of the new church, which was called 'Liberiana", from the Pontiff's name, but the people also referred to it as "ad Nives", or of the snow.

The cult of the Madonna della Neve emerged and in the 15th and 18th centuries there was the widest possible dissemination of churches devoted to the Madonna della Neve, with the establishment of many local celebrations and the creation of specific houses of worship. The oratory of the Palagio is dedicated to S. Maria della Neve and S. Giuseppe and dates back to the early 1800s. It is in good condition and is the result of an ancient history of devotion. There are documentary traces from 1646 of the original oratory of S. Maria della Neve, which stood not far from the present Palagio.