The departure takes place every year on the Tuesday before Pentecost.
The Rocío Association began in 1986, although there were already attempts in the town in the 1930s to form a Brotherhood. On January 7, 1987, it was approved as a Group by the Vicar General. On February 16, 1987, Queen Sofía accepted the appointment as Honorary Elder Sister and from that moment on, it bore the title of the Royal Brotherhood. Its first pilgrimage was in 1987, sponsored by Alcalá de Guadaíra. In November 1989, it was erected as a Brotherhood by the Archbishop of Seville. On January 29, 1991, it was admitted as a Filial Brotherhood by the Matriz de Almonte.
The simpecado was made by the couple from Mairena, Antonio González Domínguez and Carmen López Roldán, and designed by Don Manuel Martínez. Embroidered in gold and colored silks on blue Lyon velvet, with scrolls and flowers, it is presided over by a carved figure of the Virgin in polychrome wood, the work of sculptor Francisco José Ayala Arellano. It was blessed on February 23, 1990.