The Bhawani Natya Shala was built by Maharaja Bhawani Singh in 1921. This theatre was built for the performance of the plays and other cultural events. It is situated near the Fort and in state times, it was a popular Parsi theatre. Its architectural uniqueness is revealed by its stage that has an underground construction through which horses and even chariots can appear on stage. In fact, such underground construction is found only in eight theatres across the world, including this one. Recently, the building has been revived and it provides an insight into the theatre art.