The history of the swayambhu sculpture conveyed by verbal from ancient times goes something like this: The stone began dying when the Shepherd hit the stone with a hard rock. The shepherds were dumbfounded. Before long the entire community crowded around to see the miracle. Lord Shanaishwara emerged that night in the good and devotedest vision of the shepherds.

He told her shepherd that he was “Shaneeshwara” He also said that his swayambhu structure is the stunning, dark-looking stone. The shepherd begged the master, telling him to build a sanctuary for him.
Notwithstanding that, Lord Shani Mahatma said there was no need for a housetop, as the whole sky was his roof and he wanted to be under open sky. He asked the shepherd to do the pooja faithfully, and ‘Tailabhisheka’ every Saturday whatever. He also vowed no fear of dacoits or offenders or cheats to the whole region.
In this way Lord Shanaishwara can be seen in the open yard even today, with no rooftop above. There are no entrances to any houses , shops, temples up to the present time.[6] It is to be noted that there is no entrance only to the postal office, not to talk of the keys.
Because of the fear of Lord Shani, none of the buildings built within one kilometer of this Lord Shani sanctuary, be they residential homes, cabins, stores, and so on, have any entrances or keys. No robbery or thievery was accounted for until 2010 when the first burglary was counted and another was registered again in 2011.
This Shani Shingnapur is visited by a huge number of lovers every day, who pray to God for the grace of Lord Shaneswara. The position on saturdays is busiest. Shani Thrayodashi is regarded as the most loved day for the master
Thus even Saturday falling on ‘Amavasya’ (new moon day in Sanskrit and various other Indian dialects) is regarded as the most cherished day of the Lord Shanaishwara, and in those days fans seeking his gifts crowded this sanctuary into thousands.
In the many years of life of the area, there has not been a single case of theft, disorder, murder or assault. It is known that none ever went to a mature home in town. Not a single grumbling was left up in a police station.