According to Skanda Purana, the evening time of both the sides of the month on the day of Trayodashi is called "Pradosh" and on this day Pradosh fast is kept to please Shiva. Following is the story of Pradosh Vrat:
According to a legend described in Skanda Purana, in ancient times a widowed Brahmini used to go begging with her son and return to Sandhya. One day when she was returning with alms, she saw a beautiful boy on the banks of the river, who was the prince of Vidarbha Dharmagupta. Enemies had killed his father and annexed his kingdom. His mother's death was also famine. The Brahmin adopted the child and raised him.
After some time, Brahmin along with both the children went to Dev temple from Devyoga. There he met the sage Shandilya. Rishi Shandilya told Brahmani that the child they have got is the son of the king of Vidarbhashya who was killed in the war and his mother had cooked his food. Rishi Shandilya advised Brahmani to perform Pradosh fast. With the sage's orders, both the boys also started Pradosh fast.
One day both the boys were walking in the forest when they saw some Gandharva girls. The Brahmin child returned home but Prince Dharmagupta started talking to a Gandharva girl named "Anshumati". Gandharva Kanya and Rajkumar become fascinated with each other, Kanya calls Rajkumar to introduce his father to her for marriage. The next day when he again came to meet Gandharva Kanya, Gandharva Kanya's father told that he is the prince of Vidarbha country. On the orders of Lord Shiva, Gandharvaraja got his daughter married to Prince Dharmagupta.
After this, Prince Dharmagupta with the help of Gandharva army regained Vidarbha country. All this was the result of the Brahmin and prince Dharmagupta's Pradosh fast. According to Skandpuran, a devotee who hears or recites the story of Pradosh fast after Shivpuja on the day of Pradoshabrata never suffers impoverishment for a hundred births.