This huge temple is situated in the middle of the big market square. It was constructed by Bayajibai Shinde, the queen of Maharajah Daulat Rao Shinde in the 19th century. It is a beautiful example of Maratha architecture. The sanctum sanctorum is inlaid with marble and doors are silver plated. The door in the inner sanctum is said to have been carried to Ghazni from the Somnath temple and from thence by Mahmud Shah Abdali to Lahore. Mahadji Scindia recovered it and now it has been installed in this temple.