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This paper examines the genesis of Avenue Praia Grande in the context of Macao’s urban development to spotlight several critical factors that influenced the construction along the bay and the formation of the promenade. Praia Grande’s geographical characteristics, the nature of the Portuguese colonisation, the Ming and Qing courts’ attitude towards foreign powers and trades, as well as the modern idea of city beautification, are the four aspects in this discussion on how a promenade took shape in Macao during Portuguese rule. From a marginalised frontier to a promenade of wealth and nostalgia, and a zone of ignorance at the fringe of the UNESCO World Heritage Site, Avenue Praia Grande has been a testament to the contest of a multitude of forces in Macao.