The painting is among the fourteen black paintings created in oil by Goya on the walls of his home. From 1874 to 1878, the portraits were moved to canvas backings under Salvador Martínez Cubells, the artwork restorer of the Prado Museum. The pilgrimage represents a procession led by a team of eight more distinguishable people. A man wears seventeenth-century clothes and has a glass; the other is a nun or a monk. The left part of the painting, which has a bright sky, is amongst the Black Paintings' most acute steps, dominated by greys, blacks, and browns. Another black portrait, A Pilgrimage to San Isidro, looks like a pilgrimage painting apart from its darker shade.
Both may represent processions to the sanctuary of San Isidro, which was near his home, the Quinta del Sordo. The Pilgrimage to the Fountain of San Isidro depicts an outlook of the pilgrimage to the hermitage of San Isidro in Madrid that is opposite to Goya's treatment years back in The Meadow of San Isidro. While earlier works sought to depict the customs of a conventional festival in Madrid and offer a reasonably precise view of the town, the current painting shows a group of prominent figures. The painting also features figures from different social strata. The theme of the procession was utilized to emphasize satirical or theatrical aspects; in this regard, the painting possesses parallels to The Burial of the Sardine, which was done from 1812 to 1819.
It's a recurring subject in Goya's oil paintings to show a disappearing crowd. It was already present in the Prato di San Isidro and was subsequently used regularly in The Disasters of War. To the extreme edge of the painting, the shape of the rocky outcrops coincides with that of the crowd on parade; thus, the open space emphasizes all the rest of the compact and solid mass, degrading the individuals in a shapeless group. Similar to the other paintings in this series, the oil palette is very small. In this case, the shades of black, grey, ochers, and earth are used with very energetic and free brushstrokes. The subject of the loss of individuality in the multitude of this painting may be seen as a pioneer to expressionist painting, especially James Ensor's work.