Constructed in 1874 by Maharaja Jayajirao Scindia, the Jai Vilas Palace was designed by Sir Michael Filose. It was intended to be a grand residence reflecting the power and prestige of the Scindia dynasty. The palace's construction involved skilled artisans from Italy and France, who contributed to its unique architectural blend. The palace has witnessed numerous historical events and hosted prominent figures throughout its existence. A part of the palace is still occupied by the descendants of the Scindia family, preserving the royal legacy. The museum within the palace was established to showcase the family's heirlooms, artifacts, and personal belongings, offering visitors a glimpse into their rich history.