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The Hen Hole is a deep chasm on the north-west side of Cheviot. Geologically, the Hen Hole and a neighbouring feature, the Bizzle, are cirques or corries carved out of the north face of the hills by glacial scouring.

William Andrew Chatto in Rambles in Northumberland and on the Scottish border (1835) wrote:
"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."

'Snow eggs' still often remain in the deep shadows of hollows on the Cheviot Hills even when the rest of winter snow has long melted.

George Tate in an article on Northumbrian Legends (Border magazine volume 6, November 1863) describes its former name:
"... Hellhole, which a learned friend supposes may be its true name, derived from el or ell, water, and meaning the waterhole whence the colledge has its source. We think, however, Henhole is the archaic name from hen, celtic, signifying old, and hence we have the old hollow."

The Faery Folklorist Link elaborates on the folk tales, even referring to a faery tunnel emerging at a cave high in the valley NT8820 : Crags on south side of the Hen Hole which is said to stretch underground all the way from Cateran's Hole, located 17km to the east NU1023 : Cateran's Hole