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 1883. Gopal Mandir is dedicated to the Blue God Krishna who is the divine herdsman, the lover of milkmaids and the eighth incarnation of Lord Vishnu, the Preserver of the Universe.
The Gopal Mandir, Ujjain is a marble-towered structure and a representative sample of Maratha architecture. Within the shrine of the Gopal Mandir of Madhya Pradesh, is a two feet high statue of Lord Krishna which is shrouded in silver and is located on a marble-inlaid altar flanked by silver-plated portals. The door in the inner sanctum is the same door, which had been carried away by Ghazni from the Somnath temple. Mahadji Scindia recovered the door and now it has been installed in this temple.