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In 1916, Monsignor Joseph Bosetti came across a large rock formation just east of Rocky Mountain National Park and inspired by the Biblical phrase "upon this rock I will build my church", he envisioned a church built on the rock. His lack of funds delayed construction for nearly 20 years and he struggled with the Colorado Highway Department to keep the rock intact. Eventually, land for the church was donated by Mr. and Mrs. Oscar Malo and Denver architect Jacques Benedict designed the chapel, which was completed in 1936. In 1999 Boulder County designated the chapel as a historic site.
Pope John Paul II prayed at the chapel during his visit to Denver for World Youth Day in 1993; he blessed the chapel afterwards. The pope later hiked in the surrounding woods and spent some time at the Saint Malo Retreat Center.