It is said to have been built in Sadidani when the legendary Emperor Keiko and Empress Yasaka no Irihime visited Dogo. Later, when Emperor Jomei paid a visit in the 7th century, he had the main building reconstructed. Subsequently, the shrine was revered and given offerings by high-ranking officials and feudal lords.
When the hot spring was buried after an earthquake in 1527, the shrine was moved to the precinct of the Izumo’oka Shrine (on present day Kanmuri Hill). Whenever an earthquake or some other event causes the waters of Dogo Hot Spring to stop flowing, sacred dances and prayers are offered at Yu Shrine. After a 1707 earthquake, the feudal lord had a special yu-gito (lit. “hot spring prayers”) offered. This observance continues even today and is well known, along with the shrine’s New Year Hatsune Festival.