The First Saturday Devotion to the Immaculate Heart of Mary was first mentioned by Our Lady of Fatima on July 13, 1917. After showing the three children a vision of hell she said, "You have seen hell where the souls of poor sinners go. To save them, God wishes to establish in the world devotion to my Immaculate Heart. If what I say to you is done, many souls will be saved and there will be peace... I shall come to ask for... the Communion of reparation on the first Saturdays..."
 

Eight years later, on December 10, 1925, Mary and the Child Jesus appeared to Lucia, the sole surviving Fatima visionary, at a convent in Pontevedra, Spain. Our Lady rested her hand on Lucia's shoulder, revealing a heart encircled by thorns.

The Child Jesus said: "Have compassion on the heart of your most holy Mother, covered with thorns with which ungrateful men pierce it at every moment, and there is no one to make an act of reparation..."
 

Our Lady spoke next, saying: "Look, my daughter, at my heart, surrounded with thorns with which ungrateful men pierce it at every moment by their blasphemies and ingratitude. You at least try to console me and say that I promise to assist at the hour of death, with the graces necessary for salvation, all those who, on the first Saturday of five consecutive months, shall confess, receive Holy Communion, recite five decades of the Rosary, and keep me company for fifteen minutes while meditating on fifteen mysteries of the Rosary, with the intention of making reparation to me."

Lucia immediately began to make this devotion known. It consists of doing the following on the the first Saturday of the month for five consecutive months:

Confession
Mass (receiving Communion)
Pray five decades of the Rosary
Meditate for 15 minutes on the mysteries of the Rosary
 
 

On May 29, 1930, Our Lord explained to Sr. Lucy that the five Saturdays were in
reparation for:

Attacks upon Mary's Immaculate Conception
Attacks against her Perpetual Virginity
Attacks upon her Divine Maternity and the refusal to accept her as the Mother of all mankind
Those who cause children to have indifference, contempt or hatred toward Our Lady.
For those who insult her directly in her holy images.