There is one solitary nineteenth-century legend about the Hen Hole on Cheviot.

The ascent of Cheviot, though not very steep, is very toilsome; and springs and patches of bog in many places cause the traveller to make wide circuit in order to avoid them. A few greyish whinstones appear in the surface in some places, but the hill is mostly well covered with heather and moss, patched here and there with peat or bog. Cheviot is the highest hill on the Border, its summit being 2,658 feet above the level of the sea. Its top is a perfect bog, in some places quite impassable from the accumulation of water, which finds its way through numerous deep sykes to the sides of the hill. There are two heaps of stones on the top of Cheviot, the one called the Easter and the other the Wester Cairn. Persons ascending the hill from the east generally find it difficult to reach the Wester Cairn, except in very dry weather. On the north-west side of Cheviot there is a deep chasm, called the Hen Hole, in which there is frequently to be seen a snow egg at Midsummer. There is a tradition, that a party of hunters, when chasing a roe upon Cheviot, were wiled by the fairies into the Hen Hole, and could never again find their way out (Richardson 400).