Devotion to a particular God is characteristic of all Sadhus, but some express devotion in more unusual ways than others.

The most conspicuous of these groups are the Sakhis, the religious transvestites, who believe they can only express their total devotion to a God by acting as his lover. Some Sakhis go to the extreme of improvising sex with their Lord, even avoiding that time each month they are on their improvised period.

For the majority of Sadhus, celibacy is the most important austerity, many wearing chastity belts for at least twelve years at a time. They consider that to repress sexuality and passion will intensify their spiritual energy. Nevertheless, Sakhis are recognised as a genuine, respected Sadhu sect as their only expression of sexuality acts as devotion to a deity.