The Lady Altar originally stood in the Chapel of the Archconfraternity of the Rosary in the Dominican church in Brescia. In the nineteenth century the church was demolished and its contents put on the market. By a happy chance it was discovered by Father Keogh who had it transported to England and with some re-arrangement erected in time for the opening of the Oratory church. The statue on the right is of St Pius V, a contemporary of St Philip Neri; that on the left is St Rose of Lima, the first canonised saint of the New World.
The statue of Our Lady, known as Our Lady of Victories, is not part of the original altar but rather dates back to the earliest days of the Oratory in King William Street, London. The Madonna and child have always been traditionally vested in cope and crown.