Festivities of Dénia Activity · Dénia, La Marina Alta, Alicante Dénia celebrates the Virgen de los Desamparados, patron saint of sailors, on the second Sunday of May, and San Roque, with Moors and Christians, from 13 to 16 August; it also honours the Santísima Sangre in July and holds pilgrimages to San Juan, Santa Paula and Santa Lucía. Photo: Defend International (CC BY 2.0) What to see and do in Dénia