As per the legends, surrounding his life, once the Saint saw a poor woman crying on the road, holding an empty vessel. He asked her what the problem was. She sobbed that her husband would thrash her since she had stumbled and accidentally spilled the oil she was carrying. He asked her to take him to the spot where she lost the oil. There, he jabbed a finger into the soil and the oil gushed out. The overjoyed woman filled up the vessel and went home.
Later, Pir Haji Ali Shah Bukhari (R.A.) had a recurring - and disturbing - dream that he had injured Earth by his act. Full of remorse, he soon fell ill and directed his followers to cast the coffin carrying his body into the Arabian Sea, once he died. Haji Ali left this world during his journey to Mecca and miraculously the casket carrying his body, floated back to these shores, getting stuck in the string of rocky islets just off the shore of Worli. Thus, the Dargah was constructed there.
On Thursdays and Fridays, the shrine is visited by at least 40,000 pilgrims. Irrespective of faith and religion, people visit the 'dargah' to get the blessings of the legendary saint. Sometimes, especially on Fridays, people may find various sufi musicians performing a form of devotional music called Qawwali at the Dargah.