The cave is named after Captain A. Gorham. He discovered it in 1907 while opening a fissure at the rear of a sea cavern. Gorham wrote his name and the date of his discovery in lamp-black on the wall of the cave. It has his name ever since. After this initial discovery, it seems the cave was forgotten, at least at an official level. Gibraltarian historian and potholer George Palao recalls an inscription on the cave wall that read "J. J. Davies 1943".