The patron of Delia is Saint Rosalia, celebrated on 4 September. In the church of Santa Maria di Loreto, built in 1500 on the ruins of the earlier church of San Nicola di Mira, with a Neoclassical facade and Baroque bell tower, a painting dedicated precisely to Saint Rosalia, the town's patron, is preserved, the work of Pietro D'Asaro of Racalmuto, known as il Monocolo. The church's central rose window is enriched by a stained-glass depicting the Jubilee 2000 logo.
The municipality of Delia was founded between 1581 and 1600 by Gaspare Lucchesi, baron of Delia; in 1623 a descendant of his, Giuseppe Lucchesi, obtained the title of marquis. In 1622 the mother church became a parish at the will of the Bishop of Agrigento, and on 23 October 1689 it was raised to archpriestship. The town also preserves the church of Santa Maria dell'Itria, whose name comes from the Byzantine «Odigitria», meaning «guide, leader», an image of the Madonna venerated since the 5th century in Constantinople: opened for worship in 1769, it houses the sculptural group of the Madonna and the angel of the Annunciation, the work of Francesco Biangardi.