It has been said that his library was carried off from Faro when the Earl of Essex, returning from the Capture of Cádiz, raided the town in 1596. The library taken by the Earl was that of Dom Fernando Martins Mascarenhas, then Bishop of Faro, whose house Essex occupied during the raid: it is said to have included many of Osorio's books. In 1600 Essex gave some 200 volumes to the Bodleian Library (then in the care of Thomas Bodley) in Oxford, none of which bear the signature of Bishop Osório. It is possible however that the early codex of Tomé Pires' "Suma Oriental" and the "Book" of the cartographer Francisco Rodrigues, among the French National Manuscript Collections, belonged to Osório.