This image is based
on an episode in Raymond of Capua's Life
(tr. George Lamb, pages 286-291). Raymond says that during Mass after
the consecration he lost track of one of the pieces of the host.
Catholics believe that each piece, however small, is the entire body of
Christ, so Raymond was worried about what could have happened to it.
Only later did he learn that Christ had sent an angel to carry the
fragment to Catherine (who, in Raymond's account, is away in another
part of the church, not close to the altar as shown here). Catherine's
companions (represented by the three figures behind her) had urged her
not to take Communion on this day, but Christ had different plans.
More of St. Catherine of Siena