Long ago, the great sages ventured into the Sumeru Mountain in order to clear their dilemma about who is the eternal, supreme power of the universe. Lord Brahma stated himself as the one, to which Lord Vishnu didn?t agree upon. Thus, they turned to the Four Vedas for seeking the answer.
The Rig Veda retorted that Rudra is the supreme as he could be worshipped by various Yagnas. The Yajur Veda reverted saying that Lord Shiva is the supreme one, as he can be worshipped through various Yagnas. Sam Veda declared Triambakam as the eternal one as he is revered by yogis and controls the universe. Atharva Veda answered that Lord Shankar is the supreme one as he can eliminate every trouble faced by human beings. Thus the answer from all the four Vedas declared Lord Shiva as the omnipotent, Supreme Lord.
Both, Lord Brahma and Vishnu laughed at the answer the Vedas gave. Soon, Lord Shiva appeared at the center in a flash of brilliant celestial blaze. As Lord Brahma?s 5th head stared upon him in anger and annoyance, Lord Shiva created a new being called as Kaal Bhairav. In a fit of wrath, Kaal Bhairav grasped the burning head of Lord Brahma.
As directed by Lord Shiva, Kaal Bhairav travelled to various places, unable to get rid of the Brahma Hatya Dosh. Finally, he entered Kashi, known as the Moksha Puri of the world and was relieved from the Brahma Hatya Dosh. The head of Lord Brahma which Kaal Bhairav had carried with himself fell down on the ground and the place became famed as the Kapal Mochan Teerth. Lord Shiva said that Kaal Bhairav will forever be in Kashi in order to remove sins of the disciples, that?s why Kaal Bhairav is also known as Paap Bhakshak.
Since then, Kaal Bhairav has been said to have stayed in Kashi and protects devotees from difficulties. Devotees who offer a Puja to Kaal Bhairav on days dedicated to Lord Shiva is said to be relieved from their suffering and attain prosperity.