The chapel was built on a rocky outcrop near the coastline, Canto de Santa Ana. Although the current building, with a simple rectangular layout, dates from 1941, it was constructed on the remains of earlier buildings that have been well documented by recent excavations. These excavations, in addition to the discovery of Solutrean (Upper Paleolithic) materials, identified twelve construction phases, from the Roman period to the present day, of which the foundations of the walls are preserved.
A stone ashlar bridge with a large pointed arch connected the Cerro de Santa María to the hermitage of Santa Ana, facilitating access. The medieval bridge, popularly known as the Roman bridge or the old bridge, is built in the Gothic style. On the outside of the northern parapet, there is a sandstone ashlar on which the letters MC and the numbers 617 can be read, which may correspond to a reconstruction date.
It is one of the few medieval bridges in the region and, along with the Hermitage of Santa Ana, constitutes one of the most famous and unique images of Castro Urdiales.