The history of Datta Mandir in Mahur is intertwined with the legends surrounding Lord Dattatreya. Mahur is considered one of the 'Shaktipeeths' and also has Renuka Mata temple. According to local beliefs, Lord Dattatreya is said to have resided in Mahur at various times. The temple's construction and development have evolved over centuries, with contributions from various rulers and devotees. While the exact origins are shrouded in mythology, the temple's significance has grown steadily, making it a prominent center for Dattatreya worship. The temple has undergone renovations and expansions over time to accommodate the increasing number of pilgrims. The oral traditions and folklore surrounding the temple contribute to its mystique and allure.