Sri Lalitha Sahasranama is in the 36th chapter of Lalitopakyana in Brahmanda Purana. It is presented in the form of instructions imparted to the sage Agasthya by Hayagriva who is an incarnation of Sri Maha Vishnu.

Hayagriva tells Agasthya the story of the incarnation of Lalitha Maha Thripura Sundari and describes her sports. He then describes the city of Sripura, Her abode, the greatness of Her Mantra, the panchadasakshari, the essential oneness of Sri Yantra, Sri Vidya, Lalitambika and Sri Guru, and initiates Agastya into the Sahasranamas of Devi’s attendant deities. Though he described every thing so far, Hayagriva did not mention any thing about Lalitha Sahasranama. On repeated questioning of the anxious student, Agastya maharishi, Hayagriva first explains the reasons why Lalitha Sahasranama is so divine and sacred, and why it can be imparted only to the highly potent and exalted and that the reasons why it was not imparted in the first place