Kriya yoga has its mention in Bhagavad Gita chanted by Lord Krishna. Also there is reference of Kriya Yoga in the Patanjali`s Sutra. According to Paramhansa Yogananda , Arjuna, Adi Shankara, Jesus, Paul of Taesus, John the Evangelist and Kabir had initiated the process of Kriya Yogas or similar techniques.

Paramhansa Yogananda mentioned that Kriya Yoga was well known in ancient India but was lost in course of time due to "priestly secrecy and man`s indifference." Lahiri Mahasaya received the knowledge of Kriya Yoga by the immortal Yogi Mahavatar Babaji in 1861, which is recounted in his autobiography. Yogananda wrote that Mahavatar Babaji told Lahiri Mahasaya "The Kriya Yoga that I am giving to the world through you in this nineteenth century, is a revival of the same science that Krishna gave millenniums ago to Arjuna; and was later known to Patanjali, and to Christ, St. John, St. Paul, and other disciples."

Through Lahiri Mahasaya, Kriya Yoga soon became very popular all over the India. Paramhansa Yogananda himself was the disciple of Lahiri Mahasaya, who introduced Kriya yoga to the United States and Europe during the 20th century. In present days, there are many Gurus of Kriya Yoga who claim themselves to be the disciples of Lahiri Mahasaya. Lahiri Mahasaya`s well known pupils are Swami Sri Yukteswar Giri, Sri Panchanan Bhattacharya, Swami Pranabananda, Swami Kebalananda, Swami Keshabananda and Bhupendranath Sanyal.