The Shalako Kachina originates from the Shalako ceremony of the Zuni Indians, who perform the ceremony as a rite that assures the transformation of winter's death into spring's rebirth. The ritual is expected to bless the Zuni people with the sun's light for another year.

The Shalako, who are believed to have first arrived at Zuni around 1840, retrace the wanderings of the Zuni from the center earth to the modern pueblo. The Shalako are the god's messengers and run back and forth all year long carrying messages, as well as bringing moisture and rain when needed. When they leave, they also carry the Zunis' prayers for rain with them.