The Sanctuary of Athena Pronea is the site of the 4th-century-BC tholos (rotunda). This much-photographed spot is often wrongly interpreted by tourists as the place the Pythia (priestess of Apollo) was located. Pilgrims usually began their visit here, before proceeding to the Temple of Apollo. The graceful circular structure comprised 20 columns on a three-stepped podium; three of its columns were re-erected in the 1940s. The white portions of each column are the original marble; the darker portions are new material. Parts of the Tholos are on display in the museum (room 10).
To its west, the foundations of the Temple of Athena Pronea are all that remain of a rectangular structure that was heavily damaged by the same rockslides and earthquake that levelled much of the tholos.