The Khetri Mahal, also called the Wind Palace was built in the year 1770 and is known for its architectural heritage. This palace was built by Bhopal Singh, the grandson of Sardul Singh and the founder of Khetri.The palace consists of marble pillars instead of walls, thereby facilitating the maximum flow of air through the building. From the entrance, a ramp is ascended through the palace, which was used by the Rajputs to ride up their horses. The palace comprises of large halls with pillars and arches. This palace inspired Sawai Pratap Singh of Jaipur, who built the Hawa Mahal in 1799.