King Anawratha of Pagan conveyed the Buddhist scriptures from Thaton to Pagan for the benefit of all beings. He then removed the frontal bone, sacred relic of the Buddha, from Kaung-hmu-daw pagoda at Prome built by King Dutta-baung and took it also to Pagan. On arrival there he built a pagoda on the sand-bank of the Irrawaddy river near Pagan and enshrined the frontal bone of the Buddha- there. When the third terrace of this pagoda was constructed, he brought a replica of the Buddha's tooth from Sri Lankd and enshrined it also in this pagoda. Before the construction of this pagoda was completed King Anawratha died.

When Kyanzittha became King of Pagan in succession to Anawratha, he continued to build this pagoda as advised by the Venerable Arahan. This pagoda was known as Shwezigon (Golden Sandbank) pagoda because it stands upon a strip of sand bank. King Anawratha started its construction in 393 Bur. E. (1033 C.E.) and Kyanzittha continued to build it and hoisted a golden hti ( crown ) on it in 452 Bur. E. (1192 C.E.).