It is believed that the eldest Pandava brother, Prince Yudhishthira of Mahabharata, established the temple and the Nigambodh Ghat adjacent to it, and conducted Aswamedha Yajna from here.

The temple located in the Yamuna bazaar area close to the Baharadur Shahi Gate of Salimgarh Fort,[1] on Ring Road (Mahatma Gandhi Marg) close to the banks of the Yamuna river exists even today.

[citation needed] The tomb is called Nili Chhatri due to the colour of its dome which was originally ornamented with blue caustic tiles.

The whole of the tomb is built of stone and masonry and ornamented with encaustic tiles of four colours i.e. green, blue, yellow, and orange.

The first set of steps takes the visitor to the level of the open niches over the doorways.

It was on these pillars that the blue enameled dome was raised which also began to be called as Nili Chhatri.