There are various origin stories surrounding the history of odheng. It is said that odheng has existed since the legend of Aji Saka, the creator of the Saka year or the Javanese year, about 20 centuries ago. Aji Saka succeeded in defeating Dewata Cengkar in a war only by spreading a head covering which could then cover the entire land of Java. The creation of the head accessory could also be influenced by Hindu and Islamic culture, as merchants from Gujarat who were of Arab descent always wore a turban, and the Javanese were inspired to wear a similar headband. Another story is that due to war, cloth became a hard item to obtain, so court officials asked artisans to create a more resourceful kind of headband.

The reimagined Odheng Pamekasan retains the form of its predecessor as the decolonised Madura still sees people expressing religious symbolism and social status through dress. It features a headband crafted in batik with detachable sunglasses made from 3D-printed tinted lenses.