A story written by the first parish priest of the locality says that a certain Anglu Grech, gave water every evening to his herd, while also saying the rosary, since he was very devout towards the virgin Mary. One day the story affirms that the virgin Mary talked to him and commanded him to make a statue under the title of Loreto. Apart from that, she also showed him a place where to build the church, which today is found as the ancient church of Ghajnsielem.

The titular statue of Our Lady of Loreto was manufactured by Gallard et Fils of Marseilles. The statue was ordered by Parish Priest Refalo. It was ordered after Ghajnsielem was spared from Cholera in 1865. The people of Ghajnsielem immediately donated over 500 scudi for the statue which was manufactured in less than a year. It arrived in Gozo on 14th October 1866 costing 420 scudi.

It is interesting to mention a curious mishap that took place when the statue was brought over to Gozo from Marseilles. The statue was initially sealed in a wooden box and was located in the 'Kalkanja' warehouse in Mgarr (today the warehouse is known for the Velsons Winery) until the preparations for the blessing ceremony were ready. When the Ghajnslemizi removed the statue from the wooden box (which was full of straw to protect the statue), they dumped the empty box in the Mgarr valley. While the happy Ghajnslemizi were admiring the Madonna, someone noticed that the statue had two empty hinges on both sides. The people decided to go back to Mgarr valley to search and see if something was missing from the statue. In the box among the straws they found two golden angels which fitted perfectly between the Madonna. The blessing took place on 14th October 1866 during a ceremony in which the statue was carried processionally from the port of Mgarr to Ghajnsielem.

The titular statue arrived back to Mgarr after it was renovated in 1920

In 1920, the titular statue was renovated for the first time. But a small controversy had erupted during this period as while the Ghajnslemizi wanted to coat the statue in fine gold, the Parish Priest, Dun Frangisk Mizzi wanted to repaint the statue in natural colours. Dun Mizzi consulted with Nadur's Archpriest Dun Martin Camilleri who in return famously replied "Forsi jekk tagħmila kif tixtieq int tiġi isbaħ, iżda għamila kif jixtieq il-poplu". The people of Ghajnsielem had their way and the statue was taken to Malta where, with great craftsmanship, Valletta's Frangisk Coleiro structurally reinforced and gilded the statue. These works amounted to Lm50 but this was collected in just a few months.

The statue arrived back on the Gozo Boat Number 10 which belonged to Salvatore Xuereb known as 'Ta Pupull' on Thursday 26th August 1920. The statue was immediately taken to Lourdes Chapel where, on that very same night, Wistin Camilleri repainted the faces of the human figures including that of the Madonna.

The newly renovated statue was unveiled to the public three days later on Sunday 29th August in a ceremony which held under a tent in the port of Mgarr. For this occasion, the Ghajnslemizi obtained the services of Birgu's 'Duke of Edinburgh' Band. This band, which was very popular in those times, offered this service free of charge. Several Maltese people accompanied this band which arrived to Gozo on the 'Princes Melita' ferry. The boat was rented by Dun Frangisk Mizzi for Lm15. The ceremony started at 4.00pm and the statue was officially unveiled by W.C. Millard, the Government's Assistant Secretary for Gozo among the applause of the Ghajnslemizi. The statue was then taken processionally to the Old Parish Church. The 'Duke of Edinburgh' Band returned back to Mgarr playing popular marches before boarding the ferry back to Malta.

The statue was again recoated in find gold in 2004. On Friday 20th August, hundreds of Ghajnsilmizi gathered at the 'Ta Pinu' Sanctuary where they accompanied the statue via a carcade to Lourdes Chapel. The next day, the St Joseph Band accompanied the titular statue to the main square where a special mass was concelebrated by Bishop Mons. Nikol G. Cauchi. The water laid gilding was sponsored by Joseph Vassallo.