Most anthropologists consider the Kalasha Religion to be polytheistic, because it has many deities. In Rumbur, however, where the people are more progressive and there is a stronger belief in the monotheistic concept of one single creator of the universe, Saifullah Jan, the official representative of the Kalasha, says the Kalasha do believe in one supreme god. This god goes under various names such as the Persian KHODAI (used mostly in Birir) and under the name of DEZAU. There is also an intermediary named BALAMAHAIN, who rides upon a horse and is a messenger of DEZAU. Most anthropologists believe that a good deal of their present day religion may well have been borrowed from Islam.
There is also a nether or underworld which has association with the myth of the world standing on the head of a bull. Earth quakes are associated with the roar of an angry bull. Ancestors are believed to exit into this underworld, called Palaloiy, which is connected to the present world by a metal pillar, believed to have been situated at the site of an ancient Kafir temple in the Parun valley, the spiritual center of Kafiristan. Perhaps because the Kalasha have a purely oral tradition, they appear to have relatively little religious mythology. The ancient temple in the Parun valley also has significance to the Kalasha, as being the site visited by the Kalasha king Raja Waiy, during the late 15th or 16th century on one of his expeditions to Kafiristan. He was accompanied by a legendary Shaman, Nanga Dehar, who, in a state of trance discovered that the gods wished to be taken to the Kalasha valleys so that they might continue to be worshipped and receive their sacrifices.
This story gave birth to sacred sanctuaries in the valleys and religious rites. On the return from Kafiristan at the Ganglewat Pass, Nanga Dehar gave Raja Waiy two or three arrows (Stories conflict on the number and colures) and told him to shoot them down into Rumbur. Where one landed higher up, the shrine to Sarjigor was built on the spot where another landed, the Bashali House was built.
While the alters, dedicated to major deities such as SAJIGOR (forbidden to women as they are regarded as impure), are built in the open on a plinth of stones and decorated above with rough wooden carvings of horses, heads, the alters, dedicated to JESHTAK (the goddess protector of the family), are housed in wooden temples called HAN where ceremonies such as weddings are held. The portals of the temples are carved with intricate geometric and lattice-type designs, and inside, the four heavy cedar pillars are engraved with cloven hooves symbolizing the BALAMAHIN coming on his horse (in the west, cloven hooves are symbolic and ascribed to Pan –an Arcadian deity and thence in Christian mythology to the devil).
According to most anthropologists, these carved designs originated in Nuristan, although Darling believes the origin of some of them may go back even further to a place the Kalasha call Yarkhan (d) (Now in China), one such motif was supposedly engraved onto a slender metal pillar which was said to lead down into the underworld called PALALOIY, the final resting place of the ancestors. The alters in the temple are usually decorated by wooden plaques, ornamented by two carved goats, heads and two horses, heads and adorned with branches of holly oak according to professor Paolo Graziosi, goats are sacrificed in front of the alters and their blood, along with some milk, is thrown over the sacred plaques. Every clan has its own alter dedicated to the household goddess: JESHTAK. If it is a small clan member's house, it is in the sacred space between the earth and the rear wall.