Peden's Cave is at least partly artificial[1] and is set into a craggy outcrop of red sandstone rocks overlooking the River Lugar just below the farm of Auchinbay in East Ayrshire, Scotland, close to the town of Ochiltree.

[6][7][8] The opening is obvious from the opposite side of the Lugar Water however this is difficult to access and it is likely that, as at Dunton Cove, a bush such as gorse or willow would be cut and then pulled up and tied with ropes over the entrance as camouflage.

[9] Next to the cave is a sizeable rectangular area which it has been noted has features indicating that it may have been artificially shaped or quarried and even roofed over for use in stabling of horses, storage of food, etc.

[10] As a Covenanter minister preaching at various outdoor conventicles, Alexander Peden is said to have used a number of other caves as places of concealment during his years on the run from the King's soldiers,[11] including Barskimming, one on Craigie Hill near the village, another at the Nick of the Balloch, a further example near the Water of Girvan and [12] his final cave hiding place may have been the Cleuch Glen in Sorn Parish which he reportedly asked to be made when he sensed that his illness was terminal, supposedly hiding beneath some straw when it was searched by soldiers.

[13] The facts remain unclear, however one telling of the history is that a brother of the Covenanter minister lived at Tenshilling Farm, the surviving Ten Shilling Bridge lies close to the estate's so called Deer Cave.