Behind the discovery of the Holy Shrine lies an interesting story. Centuries ago Maa Parvati asked Shivji to let her know why and when he started wearing the beads of heads (Mund Mala), to which Bhole Shankar replied, “whenever you are born I add more heads to  my bead”. Parvati said, “I die again and again, but you are Immortal. Please tell me the reason behind this”. "Bhole Shankar replied that for this you will have to listen to the Amar Katha"

Shiv agreed to narrate the detailed story to Maa Parvati. He started for a lonely place where no living being could listen to the immortal secret and ultimately chose Amarnath Cave. In the hush-hush, he left his Nandi (the Bull which He used to ride) at Pahalgam (Bail gaon). At Chandanwari, he released Moon (Chand) 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 behind (Earth, Water, Air, Fire and Sky) which give birth to life and of which he is the Lord.  After leaving behind all these, Bhole Shankar entered the Holy Amarnath Cave along with Parvati Maa and took his Samadhi. To ensure that no living being is able to hear the Immortal Tale, he created 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 overhead the story  and   became immortal.

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.