According to Hindu mythology Bhairav is the fifth incarnation to Mahakal who is lord Shiva Himself. Vikrant Bhairavj in one of the Ashta (eight) Bhariravjis who according to skanda purana lives in Ujjain. The second among them is Vikrant Bhairavji.

Skandapurana relates in the 'Awantya khanda' under Bhairav Tirtha that Bhairav lies at the northern bank of the shipra river, his temple is located abreast a crematorium called Aukhaleshwar which means a place where the dead have no rebirth after cremation, i.e. they attain salvation or Nirvana.

There is no information as to who built this temple, but it was renovated by Rani Ahilyabai of Indore. What is known is that it was discovered by Baba Dabral in the year 1960. It is believed that the Baba used to go to the Garh area strongly driven by the divine impulse to reach his destination where he could worship God. First he reached the temple of Garh Kalika Devi, then to Siddhanath temple and there after to the temple of Kaal Bhairav. In fact Dabral Babaji had been looking for a place of worship where he could feel contented in the lap of divinity. One evening, Dabral Babaji was sitting in meditation before the idol of Kaal Bhairav who inspired him to go ahead to his godly destination. Dabral Babaji then went down to the river to wash hands. An old Mahatma was sitting on its bank. He told Dabral Babaji that he had been waiting for him for a long time. He directed Dabral Babaji to a place northwards. It was the month of October and Dabral Babaji was on his final journey to his destination. When Dabral Babaji turned back, the old Mahatma had already disappeared, Baba Dabralji squelched over the soggy ground and reached a solitary and deserted place at a time when darkness had spread all over. Guided by his own destiny, Dabral Babaji stood before a point which is now popularly known as the idol of Vikrant Bhairavji the image of Vikrant Bhairavji was before him completely covered with mud. He scratched it and tried to uncover the muddy object but the coat of mud had hardened. Then Baba Dabralji went to the river, drenched his hanky with water and repeatedly melted the muddy coat. Eventually, the image of Vikrant Bhairavji gradually appeared before Baba Dabralji who stood with folded hands for some time. He then filled an earthen lamp with oil, lit it, placed a few roses and lighted a bunch of incense sticks. A shudder of awe ran through Dabral Babaji who left the mysterious place charged with a feeling of happiness, joy, pleasure and surprise at having reached the place of his dream. This is how the present place of worship was discovered.

After this eventful evening Dabral Babaji began to visit the temple everyday. On the Diwali night, there was awesome atmosphere around the place and absolute darkness over the area. The Diwali falls on the Amavasya night when the moon is wholly invisible in the sky. Baba Dabralji hurriedly lit up a lamp, a few incense sticks and put roses and other offerings before the image of Vikrant Bhairavji and immediately left the awe-inspiring solitary place. As air was blowing strongly, he turned back to see if the lamp was still burning and Dabral Babaji was astonished to notice that the whole area was brightly lit up with hundreds of earthen lamps and the image of Vikrant Bhairavji was radiantly shining. It was a terrifying experience for Dabral Babaji who couldn't believe his eyes. He moved fast to the temple of Kaal Bhairav where a person was sitting. Dabral Babaji narrated him everything and both of them returned to the river bank to witness the same sight. The old man was the first person to touch the feet of Dabral Babaji and addressed him 'BABA'. This enlightening event transformed Dabral Babaji's life altogether. Since that day Dabral Babaji has been worshipping Vikrant Bhairavji with unflinching faith and sincere devotion.

It is the painting, the image of Vikrant Bhairavji with vermilion mixed with oil, adorning it with decorative buntings, garlands, roses etc. Meditation, prayer with mantras and Aarti are performed by Dabral Babaji himself. Routine worship is performed on every Sunday and Friday mornings.

The special occasions are Bhairav Ashtami and Navratri, (both) a nine day worship and Aarti are performed on both the festivals by Dabral Babaji himself. Worshipping Vikrant Bhairavji is also traditional on other festivals e.g. Guru Purnima, Makar Sankranti, Guri Parwa, Raksha Bandhan, Holi etc. (in the morning).