According to Sanatan Hindu scriptures Rishi (sage) Katyayan prayed to Devi Bhagavati and wished Her to be born as his daughter. He did a hard penance for this. Meanwhile, Mahishashura, the king of Asuras (demons), occupied the Heaven and overthrew the gods from their abode. Then Brahma, Vishnu and Shiva, the trinity, created Devi Durga (an appellation of Devi Bhagavati) with the power of all deities to defeat the demon king and get back their abode. At first Rishi Katyayan got the privilege to worship the goddess. So, She is called Katyayani. On the sixth day of Navaratri She is worshipped as She is the sixth form of Devi Durga.
Devi Katyayani is very dear to the Krishna Devotees since another myth regarding Lord Krishna relates to Her. According to the myth, during the Dwapara Yuga the inhabitants of Vraja worshipped Devi Katyayani to get Krishna as their son, friend, husband and god. The Gopis of Vrindavana were said to be the first ones to observe the Katyayani puja on the bank of the Yamuna.
The idol of Devi Katyayani is very similar to Devi Durga. She sits on a lion and manifests three eyes and four arms. In two of Her arms she holds a weapon and a lotus and with the other two she blesses and protects Her devotees. An image of Lord Krishna is also placed in the temple of Devi Katyayani during Her Puja.
One of the largest Katyayani puja festivals in the world is held in Magura, Bangladesh. It is the main festival of Hindu community here. The puja is celebrated just after one month of Sharadia (Autumnal) Durga puja or six days after Dwipavali festival. Thousands of people from different parts of the country throng the venue. A month long fair on the occasion of the festival is also arranged here. Legend has it that Satish Chandra, a wealthy man of Parnanduali area of Magura initiated the festival six decades ago. Since then it has become very popular festival here. May Goddess bless all the inhabitants of Magura.