The cave of Our Lady of the Bear is on the path from Gouverneto to Katholiko. The chapel dedicated to the Virgin is inside the cave. At the rear of the cave there is a grey bear-shaped stalagmite with a small pond in front of it. According to a local legend, Virgin Mary turned the bear into stone after she caught it drinking the monks' water. Archaeologists claim that in antiquity the cave was a shrine to Artemis, who was transformed into the shape of a bear.

On the first day of February local people come in the evening for the church service and stay in the cave afterwards to celebrate with food and wine.