Raj Bhavan (Hindi: राज भवन, translation: Government House) is the official residence of the governor of Madhya Pradesh.

In 1880, Sultan Shah Jahan, Begum of Bhopal constructed the present Raj Bhavan as a place of stay for the British officers.

Thus, 1880 onwards, Lal Kothi became the official residence of the British Political Agents posted at Bhopal.

On 1 June 1949 Bhopal was merged with the Union of India ending the princely rule of 250 years.

The erstwhile Bhopal Government had sought the help of the British and PWD authorities in decorating the Kothi on European lines.