Sugoroku Mutou said the Millennium Puzzle was discovered at the beginning of the twentieth century. He said that a team of British archaeologists retrieved it from a pharaoh's tomb in the Valley of the Kings and that each member of the team died a mysterious death, with the last one uttering "the Shadow Games" in his dying breath. Despite this, Sugoroku later claimed that he himself retrieved the Millennium Puzzle from the pharaoh's tomb in the 1960s.
A team of three entered a pharaoh's tomb, relieved to find that plunderers had not yet raided it. They spotted the box containing the Millennium Puzzle and wondered if it was the Shadow Games. As the leader went to pick it up, he started to feel discomfort and dropped to his knees. As his team members came to his aid, he then dropped to the ground and said that the box contained the puzzle of darkness.