[4] Its current building was inaugurated on 2 November 2005, by the Madhya Pradesh Chief Minister, Shivraj Singh Chouhan.

[3] Areas in which the museum holds strong collections are: stone carving and sculpture; coinage and postage stamps; textiles and costumes; documents and epigraphs; medieval arms and armoury; royal collections from princely states; miniature painting and illuminated manuscripts.

A still older sculptural highlight is the Yakshini (female nature spirits) statues from about 200 BC and a black granite Buddha.

[8] Amongst its antiquities, the museum houses a group of nine rock-cut reproductions of the Buddhist murals from the Bagh Caves, of which some of the originals are now destroyed or lost, as well as 84 rare Jain bronze articles of the 12th century,[6] from the Dhar district of Malwa.

[8] Included in the museum's illuminated manuscript collection are miniature paintings depicting events from the Mahabharata and the Ramayana.