The story of the swayambhu statue handed down from generations through word of mouth, goes something like this: When the Shepherd touched the stone with a pointed rod, the stone started bleeding. The shepherds were astounded. Soon the whole village gathered around to watch the miracle. On that night Lord Shanaishwara appeared in the dream of the most devoted and pious of the shepherds. He told the shepherd that he is "Shaneeshwara". He also told that the unique looking black stone is his swayambhu form. The shepherd prayed and asked the lord whether he should construct a temple for him. To this, Lord Shani Mahatma said there is no need for a roof as the whole sky is his roof and he preferred to be under open sky. He asked the shepherd to do daily pooja and 'Tailabhisheka' every Saturday without fail. He also promised the whole hamlet will have no fear of dacoits or burglars or thieves. So, Lord Shanaishwara can be seen even today, in the open yard without any roof above. To this day, there are no doors for any houses, shops, temples.[6] It is to be seen to believe that even post office has no door, not to speak of locks. Due to the fear of Lord Shani, none of the structures, be it dwelling houses, huts, shops, etc. situated within one kilometer radius of this Lord Shani temple have neither doors nor locks.[7] No thievery or burglary was reported until 2010 when first theft was reported and again another one was reported in 2011. This Shani Shingnapur is visited daily by thousands of devotees praying for Lord Shaneswara's favour. The place is busiest on Saturdays. Shani Thrayodashi is considered to be a favorite day for the lord. Similarly Saturday falling on 'Amavasya'(new moon day in Sanskrit and many other Indian languages) is considered to be a favourite day for the Lord Shanaishwara and on that days devotees seeking his blessings throng this temple in thousands. In the many years history of the village, there has not been a single incident of theft, riots, murder or rape. It is believed that nobody from the village has ever gone to a home of the aged. Nor has there been a single complaint lodged in a police station.