Raj Bhavan used to be Kothi Hayat Baksh (Hindi: कोठी हयात बकश, Urdu: کوٹھی حیات بکش).

In the year 1798, after Nawab Asaf-ud-daula died, the East India Company made Sadaat Ali Khan the new ruler.

Before India's independence Kothi Hayat Baksh was declared the Government House, the official residence of the Governor of United Provinces from 1921 to 1947.

Kothi Hayat Baksh is an airy palatial building with all four sides surrounded with high roofed varandas.

Only Raj darbar inside the Kothi is made as per Indian art and sculpture, whereas remaining portion of the Bhavan is completely influenced by western style.