The goat-footed Pan, the god of nature and fertility, was worshipped in numerous shrines throughout Greece, both in cities and in the countryside. Particularly, caves and hills were favoured as locations for his worship. The legend according to which Pan spread panic among the Persians at the battle of Marathon, decisively contributing to their defeat, resulted in the dedication of many caves and hills in the region of Attica to the deity.

At the beginning of the 21st century, within the framework of works for the Unification of the Archaeological Sites of Athens, an intriguing sanctuary that seems to be dedicated to Pan was found northeast of the Pnyx. This underground chamber, carved into the natural rock, dates back to Roman times and is situated next to the ancient road leading to the Pnyx.

The interior of the found chamber reveals a fascinating depiction on its northern side: a relief depicting the god seated on a rock and accompanied by a dancing nymph. The presence of a tree between them probably indicates that the representation depicts the myth of the Nymph Pitys. According to the legend, this Nymph was transformed into a pine tree either to escape Pan or as a consequence of her preference for Pan over the god Boreas, resulting in punishment by the latter.

Outside the chamber and to the left of the entrance, there is a fresco and a mosaic floor. It is probable that the sanctuary was part of a luxurious house, in use in the period from the 2nd to the 5th century CE, that was abandoned during the reign of the Byzantine Emperor Justinian (527-565 CE).