Behind the discovery of the Holy Shrine lies an interesting story. Centuries ago Maa Parvati asked Shivji "My Lord, my body is destroyed every time and I die again and again, but you are Immortal. Please let me know the secret of immortality" to which Shivji replied that it is due to Amar Katha.

Maa Parvati insisted that she be told this immortal secret, but Shivaji continued postponing this request. Finally, on consistent demand from Maa Parvati, He made up his mind to tell the immortal secret. He searched for an isolated place where no other living being could listen to it. He finally chose the Amarnath Cave at Mt Kailaish as the legend relates.

In preparation for this auspicious event, He left His Nandi (the bull which is His vehicle of transportation) at Pahalgam (Bail Gaon). At Chandanwari, He released Moon from his hairs (Jataon). At the banks of Lake Sheshnag, He released the snakes. He decided to leave his Son Ganesha at Mahagunas Parvat (Mahaganesh Hill). At Panjtarni, Shivji left the Five Elements of earth, water, air, fire and sky behind. He is the Lord of these elements. This was the practice of detachment.

It is believed that as a symbol of sacrificing and renunciation of the earthly world, Shivaji and Maa Parvati performed the Tandava Dance. After leaving behind all attachments including His son, Shivaji entered the Holy Amarnath Cave along with Mother Parvati. Lord Shiva then went into deep "Samadhi" through the practice of concentration, seated on a deer skin. To ensure that no living being was able to hear this Immortal Story, He created Rudra named Kalagni and ordered him to spread fire to eliminate every living thing in and around the Holy Cave.

After this He started narrating the secret of immortality to Maa Parvati. But as a matter of chance, a pair of pigeons was born from a hidden egg under the deer skin. The pigeons became immortal having listened to the secret of immortality. On one occasion, Shivji questioned Parbati about falling asleep, but she quickly retorted that she concentrated better with her eyes closed.

Many pilgrims report seeing the pair of pigeons at the Holy Shrine even today and are amazed as to how these birds survive in such a cold and high altitude area.