It is believed that ritual of Chhath puja may even predate the ancient Vedas texts, as the Rigveda contains hymns worshiping the Sun god and describes similar rituals. The rituals also find reference in the Sanskrit epic poem Mahabharata in which Draupadi is depicted as observing similar rites.
In the poem, Draupadi and the Pandavas, rulers of Hastinapur (modern Delhi), performed the Chhath ritual on advice of noble sage Dhaumya. Through her worship of the Sun God, Draupadi was not only able to solve her immediate problems, but also helped the Pandavas later regain their lost kingdom.
It is also believed that Chhath was started by Karna, the son of Surya Putra Karna who ruled over the Anga Desh (present day Bhagalpur district of Bihar) during the Mahabharat Age. He was a great warrior and fought against the Pandavas in the Kurukshetra War.
Its yogic/scientific history dates back to the Vedic times. The rishis of yore used this method to remain without any external intake of food as they were able to obtain energy directly from the sun's rays. This was done through the Chhath method. This has been stated in the book Sri Chhath Mahaviggyaan (The Science of Chhath) by Yogishri Oumkaar.