Places for prayer comprising a room or building for private worship; typically located in a church, madrasa, house, monastery, guild hall, or other locations associated with various religions or rites. In the Roman Catholic church, the usage and number of services allowed in an oratory are defined by canon law. In Christian architecture, oratories seem to have originated from the chapels erected over the tombs of the early martyrs where the faithful gathered to pray, combined with the necessity of having a place of worship for the people in rural districts at a time when churches proper were restricted to cathedral cities.

Source: AAT

http://vocab.getty.edu/page/aat/300007459