It is still a mystery how the image of Shiva in the shape of an icy Shiv Lingam gets naturally formed on the ice-base in the Holy Cave of Shri Amarnath Ji or how the lingam waxes and wanes with the moon or how it attains its full form and height on the night of the full moon of Shravan—the Shravan Purnima. Situated in a narrow gorge in the Lidder valley in Anantnag district of Kashmir, the Holy Cave Shrine of Shri Amarnath Ji is the most difficult and yet, perhaps one of the most popular pilgrimage destinations in India. Every year, in the months of June-July-August, thousands of pilgrims brave difficult terrain and inclement weather to have a glimpse of the natural Holy Cave where Lord Shiva grants darshans to the faithful in the form of a natural ice-lingam. By its side are two more ice images—believed to be those of Goddess Parvati and their Holy Son Ganesha.

The mystic aura and the ethereal clam of the Cave calms even the avowed sceptics into belief and in that state of heightened consciousness, the devotees experience the impact of the omnipotent life force of Mahesh— the great Lord Shiva. The Holy Cave of Shri Amarnath Ji stands at a height of 3962 m (13000 ft) and is located 140 km to the north-east of Srinagar, the summer capital of the state of Jammu and Kashmir. Legend has it that Lord Shiva recounted to Mata Parvati the secret of creation and immortality in this Cave.
Unknown to them, a pair of mating pigeons (or doves) overheard the secret, attained immortality and are ever present in this Cave—their eternal abode. Sighting a pair of white pigeons in the Cave by pilgrims is therefore considered to be highly auspicious. Swami Vivekananda, who visited the Cave in 1898, suggested that the cave had first been discovered by a party of shepherds, who, while wandering in search of their flocks one summer day, had entered the Cave to find themselves in front of the ice image of the Great Lord Shiva.

A local legend, however, traces the discovery of the Cave to a local Muslim Gujjar shepherd, Buta Mallik who was once given a sack of coal by a sadhu. Buta Mallik reached his home in the nearby Batkote village and opened the sack, only to find it full of gold coins.

Overjoyed and full of gratitude, Buta rushed back to the meeting place to trace and thank the sadhu. However, on reaching the spot, he failed to find the sadhu but discoverLu this Cave.

As per another legend, the valley of Kashmir was once a huge lake. When the sage Kashyap drained this lake, the Holy Cave and the lingam were discovered by Sage Bhringesh who was then traversing the Himalayas.

According to the Sanskrit text Bhringesh Samhita the Sage Bhringesh was given a sceptre by Lord Shiva for protection.