Palácio da Pena, or "Castelo da Pena" as it is more commonly known, is the most complete and notable example of Portuguese architecture in the Romantic period. It stands on one of the rocky peaks of the Serra de Sintra, and blends in a surprisingly fortunate manner with its natural background of greenery and crags, testifying to the aesthetic potentialities of the project.

The Palace dates back to 1839, when the King Consort Dom Fernando II of Saxe Coburg-Gotha (1816-1885) bought the ruins of the Hieronymite Monastery of Nossa Senhora da Pena and started to adapt it for use as a residence, according to his Romantic taste.