Our Lady of Grace (Italian: Santa Maria della Grazie) is a dedication Our Blessed Virgin Mary often owed to thankfulness for graces received. The Italian Catholic Community was the first to approach the administration at the Shrine to have an Oratory at Our All Nations Marian Centre. Their wish was to  build a chapel dedicated to Santa Maria Della Grazie, the Madonna of San Pio di Pietralcina.  The Shrine of  Padre Pio, found in the Church of Santa Maria Della Grazie, in San Giovanni Rotondo, Southern Italy is among one of the most visited shrines in the world.  It centres on the tomb of San Padre Pio of Pietrelcina, a Capuchin  friar, priest and mystic known for his devotion to God, stigmata and care for the sick. He died in 1968 and was declared Saint in 2002.

Construction began on the 25th November 2005 and on the 18th December 2005, the oratory was inaugurated and blessed by the Most Rev, Dr. Frank Little, then Archbishop Emmeritus of Melbourne