Petit Jean's gravesite is one of the most recognized and most visited locations in the park. The legend goes that in the 1700s during the French exploration of the area, a young nobleman by the name of Chavet was granted a ship and crew to come and explore the New World.

When he told his fiance, Adrian Dumont, about his plans for exploration, she begged him to take her with him. He refused, due to the uncertainty of the dangers that would be faced during the voyage. Not willing to be separated from her true love for that long (about a year), Adrian cut her hair, dressed up as a man and applied for the position of cabin boy on Chavet's ship. She got the position, calling herself Jean (the French word for John). Since she was smaller than all the other sailors, they called her Petit Jean, meaning "Little John."

After traveling up the Mississippi River, then up to the Arkansas River, they came to the foot of what is today Petit Jean Mountain. They were invited to spend the summer on the mountain by some friendly Indians. The night before they were set to leave to return to France, Petit Jean got very ill. In treating her they discovered that she was a girl. She was slipping in and out of consciousness, but Chavet was able to ask her if she was his fiance. She said she was and immediately begged his forgiveness for deceiving him for so long. He forgave her and said he'd do anything he could for her. Her one request was if she died she wanted to be buried where she could overlook the Arkansas River to watch the French ships on the river. It is said that the spirit of Petit Jean is still on the mountain and is what draws people back year after year.