Mykonos was named after the son of the mythical king of Delos, Anios, who was the descendent of the god Apollo and the nymph Rio.

In the Greek mythology there are two references to Mykonos. The first says that the island was named after a hero called Mykonos, while the second one tells about Hercules. One of his twelve tasks was to fight the Giants and, after killing them, he threw them in the sea where they petrified forming the island of Mykonos.

For a period of time the island was in the shadow of the spiritual and prosperous island of Delos and therefore few things are known about Mykonos in the Ancient Times.