The patron saint of Caltabellotta is Saint Pellegrino, celebrated on 18 August. According to tradition, the saint landed in Sicily at Eraclea Minoa, coming from Greece, and became the first bishop of ancient Triocala, as the town was then called: legend has it that he there defeated a dragon that fed daily on a young person, casting it into a ravine, and then lived in holiness in that same cave until the end of his days.
The mother church of San Pellegrino stands, according to popular tradition, on the site of the miracle just after the saint's landing; the church and monastery dedicated to him, built in 1721 on pre-existing structures, stand instead in the old quarter perched on the mountain, whose name derives from the Arabic «Qal'at al-ballut», «castle of the oaks», from which the name Caltabellotta descends.