The origin of the corpse-candle is supposed to date back to the fifth century. St. David, the patron of Wales, prayed that the people he loved should have some kind of warning to prepare them for death. In a vision he was told that through his intercession the Welsh would never again find themselves unprepared: for always before such an event the people would be forewarned, by the flickering light of mysterious candles, when and where death might be expected.

The Canwyll Corph, or corpse-candle, was seen passing along the route to be taken by a funeral, hovering around the spot where an accident would happen, or fluttering along the edge of the waves where a shipwreck would be. When two lights were seen two funerals would take place. A tall light foretokened the death of a man, a lesser one for a woman, and a small one for a child. The colours of the lights varied. Before a man's death a red glowing light was seen; a pale blue light indicated a woman's death; and a faint, pale yellow light appeared before a child's death.

The legend of the corpse-candle survives to the present day. Before one of the great mine explosions at Llanbradach, people declared that corpse-candles without number were seen hovering around the mouth of the pit. At Glyncorrwg mine, near Bridgend, Glamorgan, "hundreds" were seen before an explosion.