One of the four Sephardic Synagogues, the 400-year-old Ben Zakai Synagogue is named after a rabbi who escaped Roman persecution at the time of the Second Temple. Inside, a window high above the floor contains a shofar (rams' horn) and a flask of olive oil. The purpose of the shofar is to announce the coming of the Messiah and the oil is there to anoint him upon his arrival in the synagogue.

Legend has it that a tunnel was once built from the synagogue all the way to the Temple Mount so that the Messiah could easily walk there without the hindrance of street traffic.