Built in 1809, this palace is located in the new city of Gwalior. It the house of the present Maharaja of Gwalior. This palace was designed by Lt. Col. Sir Michael Filose. 35 of the rooms have been converted into the Scindia Museum and the rest of the rooms reflect the splendour and glory which comes alive in the Italianate structures. The Tuscan and Corinthian architectural modes are combined in Jai Vilas. The Darbar hall of the Palace is an imposing structure. Covered with heavy draperies and tapestries, fine Persian carpets and furniture from Italy and France occupy these spacious rooms. The darbar hall ceiling has two incredibly massive chandeliers weighing in tonnes. The treasure of the palace includes a silver train which has cut glass wagons carrying wine and cigars after dinner, a glass cradle used for Lord Krishna on every Janamashtami, swords once worn by Aurangzeb and Shah Jehan. Apart from these there are personal gifts and mementoes of Scindia Family which includes the Jewelled slippers of Chinkoo Rani, hunting trophies and portraits, also small room having collection of erotica. Jai Vilas is an excellent glimpse into the rich culture and lifestyle of princely India.

A Splendor of a different kind exists in the Jai Vilas Palace, current residence of the Scindia family. Some 35 rooms have been made into the Jivaji Rao Scindia Museum, and in these rooms, so evocative of a regal lifestyle, the past comes alive. Jai Vilas is an Italianate structure, which combines the Tuscan and Corinthian architectural modes. The imposing Darbar Hall has two central chandeliers, weighing a couple of tones, and hung only after ten elephants had tested the strength of the roof. Ceilings picked out in gilt, heavy draperies and tapestries, fine Persian carpets, and antique furniture from France and Italy are features of these spacious rooms.

Eye-catching treasures include : a silver train with cut-glass wagons which served guests as it chugged around on miniature rails on the tables; a glass cradle from Italy used for the baby Krishna each Janamashtami; silver dinner services and swords that were once worn by Aurangzeb and Shah Jahan.