The best-known legend about the Arena tells of a wealthy gentleman who was sentenced to death and that for this reason sought a way to escape punishment: he offered money and land, but it was in vain. He was told that in order to save his life he would have had to build a colossal building in a single night.

The proposal was welcomed with joy. Although he was rich in wealth, he knew he did not have the time; so he came up with an idea: he made a deal with the devil, sold him his soul on the condition that with the powers of hell he would have built the building in one night. The two contracting parties understood each other very well: once the evening approached, an army of devils - with an arsenal of infernal machines - set to work, delighted to snatch a soul from paradise.