When did the Mahakala temple first come in existence, is difficult to tell. However, the event may be assigned to the Pre-historic period. Puranas narrate that it was first established by Prajapita Brahma. There is reference to the appointment of prince Kumarasena by king Chanda Pradyota in 6th c. BC for looking after the law and order situations of Mahakala temple. The punch-marked coins of Ujjain, belonging to 4th-3rd c. BC, bear the figure of Lord Siva on them.