The origin of Nag Nathaiya is traced back to the Mahabharata. According to the Mahabharata, while playing, the young Krishna lost his ball in the river. When the little Krishna dived into the river to get his ball back, he was confronted by King Cobra, Kalia. Recognizing the strength and power of Lord Krishna, King Cobra withdrew and lifted the little Krishna to the surface instead. Much to the delight of his friends, sitting on the hood of Kalia, Lord Krishna surfaced above the water.