Gurudwara Thehri Sahib is associated with Guru Gobind Singh Ji, who stopped here on his way to Damdama Sahib, after his victory at the battle of Muktsar. During his stay, he encountered a yogi named Hukam Nath, who had mystical powers. When Guru Ji came here, Hukam Nath tried to impress him with his mystical powers, but none of his powers worked in front of Guru Ji. The yogi left in shame, taking his followers with him. To test his Sikhs’ alertness, Guru Ji performed a prohibited act by saluting the grave of a Muslim saint, Qasim Bhatti and lowering his arrow. His Sikhs quickly responded, asking the Guru to pay a fine of Rs. Twenty-Five, which Guru Ji willingly accepted. The fine was used to prepare Degh, distributed among the sangat.

 In addition, it is also believed that Guru Ji halted near a group of three jand trees and after hanging his arms and belt on them, rested for some time. A small shrine was established in the centre of these trees which can still be seen here. The Gurudwara is managed by the Shiromani Gurudwara Prabandhak Committee and major celebrations include the birthdays of Guru Nanak Dev Ji, Guru Arjan Dev Ji, and Guru Gobind Singh Ji. Accommodation is available for pilgrims at Shri Kalgidhar Niwas, with ten rooms offering basic facilities. The Gurudwara is located on the main Malout-Bathinda Road, 10 km from Malout, 8 km from Gidderbaha and 36 km from Bathinda.