In many places Saint Gorakhnath is looked upon as more than a human teacher, outside of the ordinary laws of time, who has appeared on the earth in different ages (yuga). He is said to have lived in Punjab at Peshawar, beyond Lahore, in the Satya (Krta) Yuga; at Gorakhpur in the Treta Yuga; at Hurmuj, beyond Dwaraka, in the Dvapara Yuga; Moreover, legends also show that he has undertaken three months journey west of Gorakhpur, at Gorakhmari (Gorakhmandi) in Kathiawar in the Kali Yuga. It is also reported that Gorakhnath appeared in the Kali Yuga In the form of Sesa Naga. Interestingly, his followers frequently refuse to give the time and place of his origin because they consider him as superhuman.

Saint Gorakhnath is said to have lived near the temple of Pashupatinath in Kathmandu. Moreover, he is also claimed as a saint at Oudh. The monks of Gorakhpur say that he came to the United Provinces from Punjab, and that their chief seat is at Tilla, in Jhelum. Traditions in Kacch go back to Punjab; their chief, Dharamnath, a disciple of Gorakhnath, having come from Peshawar. At Nasik, Yogis hold, on the other hand, that Gorakhnath went from Nepal to Punjab and from thence to other parts of India. Moreover it seems that Gorakhnath was originally a Vajrayana Buddhist, connected to Saivism by Matsyendranath. In the Dabistan there is mention of Gorakhnath and of his practices. Gorakhnath is represented by an old shrine on Girnar.

The spiritual descent of Saint Gorakhnath is recorded in several places. All of these paramparas agree in placing before him two teachers, Adinath and Matsyendranath. Khakkar names five teachers preceding Adinath; and Svatmarama states that six gurus intervened between Matsyendranath and Gorakhnath. Current tradition makes Matsyendranath the teacher of Gorakhnath. In fact, much human interest centres on Matsyendranath, who is close to Gorakhnath. There are several legends associated with Matsyendranath. Some legends place him I Hindu social order. However, concerning the other teachers preceding Gorakhnath, little evidences are available.

There are numerous lists of disciples of Saint Gorakhnath. The names recorded are: Gorakhnath, Virupaksa, Bilesya, Manthana, Bhairava, Siddhi-buddha, Kathadi, Karantaka, Surananda, Siddhipada, Carapati, Kaneri, Pujyapada, Nityanatha, Niranjana, Kapali, Vindunatha, Kakacandesvara, Allama, Prabhudeva, Ghoda, Coll, Tintini, Bhanuki, Naradeva, Khanda, Kapalika, and others. The writings of Kabir and Sikhs comprise many references to Gorakhnath. It is evident that in Kabir`s time Gorakhnath was a well-known person of the past. Another cycle of Punjab legends, those of Raja Rasalu and his half-brother, Puran Bhagat, is intimately concerned with Gorakhnath. Rasalu`s name is famous from Afghanastan to Bengal, and Puran is one of the most famous saints of Punjab. Both became followers of Gorakhnath, and Puran, especially, became a renowned Yogi. Rasalu was the son of the famous Salavahan of Sialkot.

Besides literary and legendary sources, there are some archaeological data that help in describing the legends associated with date of Saint Gorakhnath. There is a division of opinion amongst Yogis as to who began the practice of splitting the ears and inserting the huge ear-rings. In all instances, the practice is closely associated with Matsyendranath, and Gorakhnath, and secondarily with Lord Shiva. Hence, by taking all the available data and records into consideration, it can be assumed that saint Gorakhnath lived not later than 1200 AD.