Clube Desportivo Cova da Piedade was founded on 28 January 1947, resulting from the merge between União Piedense Futebol Clube, founded in 9 April 1914, and Sporting Clube Piedense. Cova da Piedade's current president is Paulo Veiga.
On 30 April 2016, Cova da Piedade were promoted for the first time ever to the professional second-tier (all previous presences in the second-tier were prior to the creation of Segunda Divisão de Honra in 1990) after beating Angrense 2–1, confirming the first place on Campeonato de Portugal, South Zone, with two more matches still to play. They won the third-tier championship title on 5 June 2016, against North Zone winners Vizela.
Cova da Piedade play their matches at Estádio Municipal José Martins Vieira (named after the former President of the Municipality of Almada) and has a capacity for 3,000 spectators. The stadium has natural turf.