The palace was built between 1902 and 1926 and displays a mix of Rajput, Mughal and European architectural styles. The building was commissioned by the British controlled regency for Maharaja Ganga Singh (1881-1942) while he was still a minor; he named the palace after his father Maharaja Lall Singh. The three-storey complex is coated in red sandstone quarried from the Thar Desert. The complex features magnificent pillars, elaborate fire-places, Italian colonnades and intricate lattice and filigree work. At present the palace houses The Shri Sadul Museum which is located in the west wing. It also contains the fourth largest private library in the world, and the residence of the Bikaner royal family.