As per Chandi Purana Durga, the eternal deity of Shakti, asked all the Gods and Goddesses of heaven to lend their weapons, as instruments and conveyances to kill a demon king Mahisasur.

[3] A few experts believed Ghumura was a war music (Rana-Badya) of Ravana, demon king of Lanka, and Lanka-garh.

After building Chandrachuda Bindhani out of iron found from Bindhya Giri and covering its top with a skin of dead Bouta cow, it was inaugurated with Panchakshar-Mantra.

Archaeological evidence proves[4] that there are some cave painting from pre-historic period discovered from Gudahandi of Kalahandi and Yogi Matha of Nuapada district that looks like Ghumura, Damru and other attractive things.

[5] Many believe that Ghumura dance originated from this river valley and gradually spread into the areas between Indravati and Mahanadi, indicating this dance form belongs to the 10th century A.D. On the other hand, analysts opine that 'Banka-Paika' of Kalampur had carried Lankeswari deity with a grand procession of Ghumura music to Junagarh in 1008 A.D. when the Naga dynasty shifted their old capital from Jugasaipatna to Junagarh.

Many kings in the region such as Eastern Ganga dynasty had well-organized soldiers with Ghumura as their primary war music.

Later on the song was integrated with the music and dance of Ghumura, since it was regarded as the only medium of exercise for body building and entertainment during leisure time of Paikas or soldiers.

During British rule, the Paikas were often inactive and used to get sufficient leisure time, for which the Ghumura was developed by them as a primary means of entertainment.

Afterwards poets and writers in general of Odisha and in particular of Kalahandi took initiatives to compose songs of Ghumura while writing about Devi bandana (hymns or prayer to deities), glory of dynasties and mythological studies.

During religious and cultural festivals like 'Dasahara' many of these groups used to gather together on the altars of deities, e.g., Manikeswari of Bhawanipatna, Lankeswari of Jungarh, Raktambari of Khariar, Dakeshwari of Madanpur Rampur, Budha Raja of Ampani etc.

However, for the distinctive recognition of the Ghumura group reform and development was made in the manner and nature of dress, painting, dance, music and song.

Ghumura dance has had the opportunity to represent the nation in international events in Delhi, Moscow, and other places.