In the 7th Century King Songtsen Geompo of Tibet established 108 Monasteries in one day in different provinces of Tibet and Bhutan. The present Jambay Lhakhang is one of the 108 monasteries, located in the heart of the Bumthang’s Chokhor valley. Significantly resembling, the shape of a “Bumpa” (a religious artifact) from a bird’s eye view, the Chokhor valley is named Bumthang. It was in the early times, when the world was in the hands of the Barbarians fighting for power, The Great Lord Jo-Jampa descended into this world from heaven and turned the people of this world into a religious and peace loving.

The valley of Chokhor then infested with disease and misery under the domain of evil spirits, the King of the valley Sindhu Raja had no other choice for his people and invited Guru Padma Sambhava to the valley in the 8th century to subdue the evil spirits, which was achieved by the Great Guru by performing the very dances which is performed today in the festival. The Tantric Buddhism then flourished into this valley which later spread all over the country. Further, initiated by Terton Dorji Lingpa in the 14th century, introduced the religious teachings of the Great Guru Padma Sambhava (known as Guru Rinpoche) in the form of the present dances in the festival.

Tulku Choeten Geompo, the descendent of Sindhu Raja maintained the performance of the dances in the Jambay Lhakhang Drup and made it mandatory for the people of the valley to teach the dances and maintain this performance every year on the 15th of the ninth month of Bhutanese lunar calendar and pass down the system to their descendents so that this festival can be maintained forever in order to ward off all evil spirit in the valley.