This Museum was opened to public by Lord Linlithgow, the then Governor General of India on th 5 November, 1937 as a part of golden jubilee celebrations. Later on, a new building was constructed for the museum and entire collection was transferred in it, where it is housed today.

The collection includes 71 stone sculptures, 10 incriptions, 192 miniature paintings, 124 terracottas, 27 metallic objects, 574 arms, 22241 coins and 1108 objects of local art, craft and textiles.