The Asylum of the Gods was an insane asylum built on New Genesis for New Gods who had gone mad. Highfather constructed it with the help of Atinai the Builder. This was in response to madness infecting the Source when Orion was forced to commit patricide inside of it by killing his father Darkseid. His design was inspired by Arkham Asylum.
The very first patient was Highfather himself, who used the asylum to help him confront his own inner demons. Lightray was also imprisoned inside when he was driven insane, believing himself to be the one true god, and slaughtered the primitives.