Many stories are linked with Vajreshwari Temple. Raja Pratap Singh was the king of Gajni. He had no child, he prayed to the Goddess and performed many prestigious ceremonies and in return he received his wish, thus increasing the popularity of the temple. Another story is when Goddess Durga had won the war slaying demon armies, her body was badly wounded during the battle. The God's sent their consorts to apply ghee (butter) to sooth her wounds.

After her body was conditioned the Goddess Durga went in strict meditation to connect her cosmic powers. During this time Dev Indra, the kind of Gods. Saw her in her glowing beauty, he tried to awaken her to get her attention and sent a thunder lightening bolt (vajra) the Goddess suddenly awoke and was so angered she reversed the lightening bolt back at Lord Indra who being the Kind of Gods was ashamed and begged mercy from the Goddess and he promised the place where she meditated would become a mandir in her glory. This is the origin of the name Vajreshwari. Even until this day the pindhi of the Goddess is smeared with makhan and decorated with flowers in honour of the story of when Goddess Durga had slain all the demons.