The Lalbagh Palace of the Holkars on the banks of the Khan river is one of the grandest monuments the Holkar dynasty left to Indore city. A reflection of their taste, grandeur and life style, its construction began in 1886 under Tukoji Rao Holkar II, and was carried out in three phases, the final phase completed in 1921 under Tukoji Rao Holkar III. It is a blend of the baroque and renaissance styles, and in its days was one of the most elegant residences in India. It is being developed by the Government of Madhya Pradesh as a cultural centre. The main attractions are the splendidly proportioned and furnished rooms, with frescoed ceilings and guilded ornamental mouldings. The architecture and decoration of this palace, inhabited by the Holkars till 1978, reflect the highly westernized aesthetic sensibility of the later Holkars. Tukojirao III was the last incumbent of this magnificent palace. The whole complex has a total area of 28 acres and at one time had one of the best rose gardens of the country. Though simple to look from the outside, the magnificent interior takes one into a dreamland of past glory. Lavishly decorated in the style of the Versailles Palace, its Italian marble columns, grand chandeliers, rich Persian carpets, flying nymphs on the ceiling, Belgian stained glass windows, Greek mythological reliefs, Italian style wall paintings and stuffed leopards and tigers are breathtaking. The ballroom has wooden floor on springs for extra bounce. The kitchen was built on the opposite bank of the river and was connected to the palace by a well lit underground tunnel. The imposing gates of the palace are unique in Asia. A replica of the gates of Buckingham palace (London), about twice their size , were moulded in cast iron and shipped from England. They carry the Holkar state emblem which means "He who tries will succeed".

A Jain temple, the Kanch Mandir is a marvel in glass. It was built by the "Cotton King" Sir Hukamchand Seth in the early 20th century. The walls, ceiling, floor, pillars and doors are entirely inlaid with glass. The mirrorwork reflects minute detailing. Paintings in coloured glass depict stories from Jain scriptures.

These are exquisite cenotaphs of the three later Holkar rulers. These memorials in stone are gracefully poised on the banks of the Khan river with their pyramidal spires tapering into soaring kalashas. The Krishnapura Chhatris are memorials built on the cremation spots of the Holkar rulers of Indore. Facing west is the cenotaph built over the ashes of another woman ruler of Malwa, Maharani Krishnabai.
The other two Chhatris are of Tukoji Rao II and Shivaji Rao, father and son, and are linked by a common oblong prayer hall with ornately carved arches and pillars on a high platform along the garbha grihas containing life size statues of these rulers. A breathtaking sight at night when illuminated, the Chhatris glow ethereally against the dark of the sky. An artificial lake has been created in this stretch of the otherwise dry Khan river, complete with a fountain, well laid gardens on both banks and boating facilities.

Inspired by the Meenakshi temple of Madurai, four life size elephants hold an ornately decorative gate in plaster. Inside the complex, apart from the main temple of Annapurna Devi are temples of Shiva, Kal Bhairav, and Hanuman. There is also a pravachan hall. The outer wall of the main temple is decorated with colourful reliefs from mythological stories.

More popularly known as Chidiya Ghar, the Kamala Nehru Park combines the pleasure of a park and zoo in a modest, easily reachable area. Evening attractions include elephant rides, camel rides, pony rides, goat cart and buggy rides. It has a restaurant and an ice cream parlour overlooking the Khan river. There is a children's playground at the far end of the park.

In 1981, the M.P. government donated a hillock to the Jain Samaj, which constructed a 21 foot statue of Gomateshwar, a replica of the Bahubali statue of Shrawanbegola. They also built 24 marble temples with shikars one for each Tirthankar. Gomatgiri is approached by a lovely picturesque drive 10 minutes from the city airport. It also has a guest house, a dharamshala and a restaurant.