The patron saint of Gaggi is Saint Sebastian, celebrated on 20 January in the church dedicated to him, erected in 1576. Devotion to the martyr saint is widespread in eastern Sicily, and in Gaggi it seems to have arisen under the influence of nearby Taormina: in 1486, struck by a severe plague epidemic, the city implored the protection of Saint Sebastian, and in thanks for the grace received its citizens raised a church in his honour. In 1530, to further increase devotion to the protector saint, the Taorminese magistrates and citizens granted the church to a convent of hermit friars. The church of Gaggi holds a terracotta statue of the saint, a valuable work already noted in the 19th century by the historian Gioacchino Di Marzo.
The town also preserves the mother church of Maria Santissima Annunziata, the most important place of worship in the municipality since ancient times, closed for years due to deterioration and reopened in 1999 after restoration. In the historic centre, near the Annunziata, the Palazzo del Marchese di Schisò and the old prison, the «dammusi» still remain, underground passages once used by the nobility to flee towards the banks of the Alcantara river.
