The history of Murga Mahadev Temple is steeped in local legends and folklore. While the exact origins are not definitively documented, it is believed that the temple has existed for several centuries. Local stories attribute the temple's establishment to divine intervention or the discovery of a self-manifested (swayambhu) Shiva Lingam. Over time, the temple has been renovated and expanded, with contributions from various rulers and devotees. The temple has served as a focal point for the local community, playing a significant role in their religious and cultural life. The temple's enduring presence is a testament to the deep-rooted faith of the people of Keonjhar.