Here we report the discovery of ceramic fragments that form part of a Gorgoneion, a ceramic image representation of the Gorgon Medusa. The fragments were found in a deep part of Gorham's Cave, well known to ancient mariners as a natural shrine, between the 8th and 2nd century BCE. We discuss the context of this discovery, both within the inner topography of the cave itself, and also the broader geographical context. The discovery is situated at the extreme western end of the Mediterranean Sea, where it meets the Atlantic Ocean. The location was known to ancient mariners as the northern Pillar of Herakles, which marked the end of the known world. We relate the discovery, and its geographical and chronological context, to Greek legends that situated the lair of the Gorgon sisters at a location which coincides with the physical attributes and geographical position of Gorham's Cave. We thus provide, uniquely, a geographical and archaeological context to the myth of Perseus and the slaying of the Gorgon Medusa.