Jai Vilas 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.

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 the spacious rooms.

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.

35 of the rooms of the palace have been converted into the Scindia Museum and the rest of the rooms reflect the spender and glory that comes alive in the Italianate structures. Then there is a little room full of erotica, including a life-sized marble statue of Leda having her way with a swan. But the pièce de resistance is a model railway that carried brandy and cigars around the dining table after dinner.