Once there was a Brahmin who worshipped Shiva. Dushan, a demon, had become powerful because of a boon granted by Brahma. He started disturbing the Brahmin during his meditation. Shiva appeared and burnt Dushan. After this, Shiva was given the name Mahakaal and a Jyotirlinga (shrine where Shiva is worshipped) called Mahakaaleshwar was set up in Ujjain.