By crossing the bridge over the Shipra river, close to Bhagirathi caves, you'll reach the very famous Kal Bhairav temple. The devotion toward the ashta bhairava or eight attendants of Lord Shiva is an integral part of Shiva Bhakti (devotional worship) in Ujjain and since Kal Bhairav is chief among those eight, this temple is particularly important in the town.
The temple is believed to be built by King Bhadrasen of Mahismati, now Maheshwar. The significance of the temple is mentioned in the Hindu scriptures like Avanti Khanda of the Skanda Purana. The offering to the deity includes flowers, coconut, incense and especially liquor. One can purchase the offerings from the shops out of the temple premises and can hand it to the priest in the garbhagriha. The priest then offers half of the liquor to the idol of Kal Bhairava and returns the rest to the devotee as prashad.