A man named Chand, who was a patil of Dhoop village lost his mare once on the way to Aurangabad. After two months of search he still could not find her. One day, when he was searching for her, he met a Fakir who was sitting under a mango tree. He told Chand that the mare would be found at a nearby stream and wonderfully so it was found. The Fakir looked pretty queer, wearing a long kafni, with a cap on his head. He had satka - a short stick. He was getting his chillim - smoking pipe, ready and invited Chand. Two things were required, which were not readily available 1. Fire to light the pipe, 2. Water to moisten the cloth which would filter the smoke. The Fakir arranged it both this way. He carried prongs, which he thrust into the earth and drew out live coals to lit the fire. Then he hit the earth with the satka and water oozed out. Chand was amazed to see this miracle. He invited the Fakir i.e. Baba to stay at his village. Thus Baba stayed at Dhoop village for sometime. Then Chand Patil's nephew was getting married to a girl from Shirdi and the whole party including Baba went to Shirdi. After the marriage, everyone returned, only Baba stayed back at Shirdi to remain there forever.
Earlier, when the marriage party alighted at Shirdi, near the Khandoba temple, then the priest Mhalsapati, on seeing the Fakir welcomed him saying "Come Sai". Sai is a Persian word for wandering monks. And that is how the word "Sai" stuck.
