Kyra Panagia is also known by the name of Pelagos and rarely Pelagonisi. In Antiquity it was known as Ephthyros and Polyaigos. A bay in the south west of the island is named Agios Petros. Kyra Panagia has belonged to the Athonite monastery of Megisti Lavra. There is a monastery, currently under restoration and inhabited by a single monk, on the east coast of the island.