At the end of the great Kurukshetra war, Ashwatthama was grieved to see his father, Drona, lying dead on the battlefield. In anger, he killed the five sons of the Pandavas as well as Draupadi's brothers. When Arjuna, one of the Pandava princes, came to know what had happened, he decided to avenge Ashwatthama's terrible deed. He rushed to kill Ashwatthama. Seeing this, the latter became frightened and in desperation, invoked the Brahmashirsha astra (a celestial weapon) uttering the words, "Let the world be Pandava-less," and hurled it towards Arjuna.

It was Arjuna's good grace that the Lord Himself, Sri Krishna, was his Charioteer and Guide, and was able to save Arjuna. As Ashwatthama did not know how to withdraw the astra, he re-aimed it at all the unborn children of the Pandavas.

When Arjuna's pregnant daughter-in-law, Uttara, heard about this, she rushed to Lord Krishna, and begged Him to protect her unborn child. In compassion, Krishna assured the disconsolate Uttara that He would certainly protect her and her unborn child against the lethal fire of the astra.

While in the womb, the unborn child saw a fiery form enter, its heat almost burning him. It was then that the child saw another form, that of a divine being. He was splendid: blue-hued, wearing a golden crown and silk robes, and adorned with brilliant jewelry. He held a mace in His hand, and started walking around the child. The mace, which was spitting fire like a lit-up torch, warded off the deadly rays of the astra, until it was completely quelled. It was Lord Krishna Himself who had entered Uttara's womb to fulfil His promise to her. He remained there until the child was born.

The child was named Vishnurata since the Lord Himself has protected him and made a gift of him to the Paurava throne. Lord Krishna called him Parikshit, because he used to behold the form of Vishnu, even while in the womb, and wonder, "Who is this glorious being who is always protecting me?” He had begun to ponder upon the Lord's form even before he was born! Om.