There is a tradition that EN no Ozunu (practitioners of Shugen-do (Japanese mountain asceticism-shamanism incorporating Shinto and Buddhist concepts) around the seventh centuries) transformed to Zao Gongen during ascetic training at Mt. Kinpu in Yoshino.
蔵王権現は、役小角（えんのおづぬ、7世紀頃の山岳修験行者）が、吉野の金峯山で修業中に示現したという伝承がある。