As you go out from the Palazzo Pubblico back into Piazza del Campo, you will find this Chapel in the Piazza at the foot of the tower.

Begun in the middle of the 14th century, it was remade in the Renaissance style and finally completed by Antonio Federighi between 1463 and 1468.
The Chapel was built by the city authorities as a votive offering to the Madonna, thanking her for delivering Sienna from the terrible plague of 1348.