The Mysterious Cave is a two-floor cave that can spawn in one of the two watered-in nooks in Dahlgur Oasis. The cave can only be opened by helping Zaven the Alchemist fend off a few angry ghosts, after which he opens the cave and lets the player enter.

The cave may contain a Mysterious Chest which contains the Liquid Rainbow, an item needed to enter the fabled Whimsyshire.

Note that neither Zaven or the Mysterious Chest are quaranteed to spawn.