Story of Ashwini Kumars and Sage Dadheechi is found in Srimad Bhagavad Purana. Ashwini Kumars, the celestial physicians, asked Sage Dadhichi to teach them the Supreme Truth – knowledge of Brahman. The sage was also the guru of Indra, the king of Devas. Before teaching Ashwini Kumaras the knowledge of Brahman the sage wanted to consult Indra.
Indra asked the sage not to impart the knowledge of Braham to Ashwini Kumars. Indra warned that if he did he will lose his head.
Celestial physicians had no problem in overcoming the difficulty. Ashwini Kumars replaced the head of Sage Dadhichi with that of a horse.
The horse-headed sage then imparted the knowledge of Brahman to Ashwini Kumars.
Indra who came to know about the transgression of his command threw his Vajra weapon at the sage from heaven. The weapon chopped off the head of the sage.
Ashwini Kumars replaced the original head of Sage Dadhichi and revived him.
After this incident Sage Dadhichi was also known as Ashvashira.