石澳天后廟有一個關於建廟源由嘅傳說。據說石澳曾經出現嚴重水災，當晚村民夢見天后娘娘（媽祖），話自己會透過一尊木像顯靈，同時指示一個地方起廟宇。第二日朝早，啲村民果然喺沙灘上搵到一尊木像，便依照天后嘅指示興建天后廟。
There is a legend about the origin of the temple in Shek O. It is said that there was a severe flood in Shek O, and that night the villagers dreamed of the Queen of Heaven (Mazu), saying that they would appear through a wooden statue and at the same time indicate a place to build a temple. The next morning, some villagers found a wooden statue on the beach and built the Tin Hau Temple according to Tin Haau's instructions.