To understand the Andai dance until one must know how it was created, how it developed and how it spread among the people.

Due to their special language system, local ecology, and historical background, for centuries most Mongolian people have embraced shamanism. In ancient times, they have participated in religious rituals (shaman powwows) presided over by a shaman to pray for happiness and good harvests. As time passed, people created rituals with different aims, and so accordingly, different titles for shaman "pow wows" came into being. Andai was the title for pow wows whose major mission was to help out or encourage young women suffering in unhappy marriages.

There was a legend about the origin of the Andai. It is said that once upon a time, there lived a father and his daughter on the Horqin Grassland. One day, the daughter, suddenly stricken by an unknown disease, lost her mind and began to behave strangely. She remained ill for a long time without any sign of recovery. One day, the father, burning with anxiety, carried his daughter on a herdsman's wooden cart to a faraway place to see a doctor.

However, when they arrived at the town of Kulun, the axle of the cart broke. At the same time, the girl's condition worsened and her life was in danger. The anxious father had no idea what to do except to wander around the cart, singing a song to express his sorrow. The wailing song drew some people from nearby villages. They couldn't help but shed tears at this sight and joined the old man in swinging their arms and wailing around the cart.