One of the myths about places of pilgrimage in Iranian culture is the myth that tells about the absence of girl from fountain or well which is reflected in public beliefs. Perhaps, the background of this myth is the story of stealing Shahrnaz and Arnavaz, the daughters of Jamshid, by Zahhāk and being freed by Jamshid, and the story of the absence of Kei-Khosrow from the fountain. Some scholars believe that in Aryan culture the stealing girl or cow is connected with absence of rain. This article indicates that this myth has five basic elements: the absence of girl in a determined place, the place of absence that is usually connected with water (fountain or well), the evil that the girl is absent for deliverance from it, the dream that narrates the story of absence and holiness, and the holiness of the place and the holding the rites of pilgrimage. The places include all Zoroastrian holy shrines (pirangah) and many Islamic Shrines as well. The exact analysis of elements of the myth needs to notice the location of fountain, water, stone and sacred rock, wickedness of the evil force and its attack on the holy force, spell bounding of water and blessing, and water shortages. Also, the relationship of the myth with Anahita is proved in the article. Since the myth appears in dream, a psychological analysis is employed. As a result, in pre-Islamic era, the shortage of water in fountains and wells relating to the absence of Anahita, transforms to the absence of the daughter of saint in Islamic period.