In the 10th century when the Slavs accepted Christianity certain people distinguished themselves by their life and work, “throught the fast and prayers”, they took the lonesome path of the monk life. The people of this region show great reverance for Saint Prohor of Pcinja.
Acording to a legend, the monastery of Saint Prohor of Pcinja was raised by the Byzantine tzar Roman IV Diogen (1607 – 1071 ). The legend says that the hunter Diogen, guided by God’s hand, came to the Nagoricane desert, whare he came across Saint Prohor who told him: "Go to Constantinople for God will raise you to the tzaric throne. But don’t forget about me then!". So, Diogen went to Constantinople and become the tzar, but he forgot about his promise to the old man. However, Saint Prohor appeared in his dream and reminded him of the promise. The tzar then erected a church on the spot where he had found the relics of the holy man Prohor of Pcinja. He laid the sacred relics in the church and chrism began to comeout as it still does.
During the rule of Serbian Vice-Roy Stefan Nemanja (1170 – 1196), the region around monastery became a part of Serbia. The monastery was devasted several times by the Turks and ethnic Albanians.