Mathura is one of the sapta-puris, the seven holy cities of India. All major Puranas mention the name of Mathura, but only the Ramayana and the Harivamsha Purana describe the origin of the place. Traditionally founded by Madhu Daitya, the city was rehabilitated by Sri Shatrughna, the youngest brother of Lord Rama, after conquering the region from Lavana, the tyrannical son of Madhu. The first reference to Mathura can be traced back to Atharva Veda in the sloka: 'tadvishnu paramam padam sada pashyanti surya diviva chakshuratatam'.

Long after the time of Shatrughna, there came the Shursena dynasty in which Lord Sri Krishna appeared in Dvapara Yuga. Mathura was widely known when Kamsa, the cruel king, made it his capital. Lord Sri Krishna rescued people from Kamsa. Later, Yudhishthir Mahraraj enthroned the great grandson of Sri Krishna, Vajranabha, who established the major temples of Vrajmandala. Most of these temples and their deities are still worshipped even today.