
There is a legend connected to the temple itself. It dates back to the time of Mahabharata. It is believed that before the battle of Mahabharata was about to start, the grandson of one of the Pandavas, Bhima, came up to Lord Krishna and Pandavas. He requested them to allow him to take part in the war from their side. However, Lord Krishna realized that he was too mighty and strong. And if he participates, the war will come to a quick end, without any surety of justice.
So, Lord Krishna took the appearance of a Brahmin and asked for the head of Bhima's grandson, Babhruvahan (Barbarik), as a charity (daan). Barbarik readily complied and chopped off his head. Lord Krishna was charmed with the sacrifice and blessed him with two boons. One was that he would be able to see the war from the hillock, where Lord Krishna had placed his head. Other was that he would be worshipped as Shyam (Lord Krishna) himself, in the coming era of Kaliyug.
Apart from the visit to Shyamji Temple, the other attraction of the fair is the Jadula ceremony. It is the ceremony in which hairs of young children are cut for the first time.