Every year on 3rd Sunday of June the pilgrimage of Virgen de la Cabeza has been celebrated since 1976. At the moment, the pilmigrame is in a shrine built in honour of this virgin in Sierra Cristina.

On the previous Thursday, the ceremonies begin reading the poetries, which are chosen in the contest of poetry by each school of Priego. This contest of poetry is dedicate to our Mother.

The proclamation of pilgrimage takes place on Friday.

On Saturday the pilgrimage begins when the Catholic mass finishes. The Virgin is carried on the shoulders of women and she is accompanied by many romeros, which are people that go to the pilgrimage, in order to go through various streets of Priego. In the Headquarter of Guardia Civil the virgin is placed in a carriage drawn by oxen to Sierra Cristina, where the virgin is waited by people have already slept there the previous night in order to spend time with her. There are a lot of events on Sunday: the celebration of the Catholic mass, the delivery of awards to the winners of the contest of poetry and various contests such as a race of horses, etc.

In the evening, the Virgin returns to Priego accompanied by many romeros singing all the time. When the Virgin reachs Priego, there are many people waiting for her and they go with her until the church of Virgen de la Cabeza.