The island owes its name to the son of the King of Delos, Mykonos. The history of Mykonos in antiquity appertains to the history of the adjacent island of Delos, which is no longer inhabited.
According to mythology, Hercules, in one of his twelve tasks, was fighting the Giants and, after killing them, he threw them into the sea, where they petrified and turned into huge rocks, forming the island of Mykonos.