Damajirao Dharamshala, located opposite Railway Station, was constructed around 1875, during the rule of Maharaja Ganpatrao Gaekwad, & the current structure was built by Maharaja Sayajirao Gaekwad III. It is built in Indo-Saracenic style of architecture.

Damajirao Dharamshala or the lodge, was an busy place in old times. Maharaja Ganpatrao Gaekwad had constructed this building for the stay of officials of BB&CI Railway. Later Maharaja Khanderao Gaekwad added some rooms & few facilities to it. It was also used by travellers, after the railway work got over & BBCI was merged with Indian Railways.

It is the only building in city, named after Maharaja Damajirao Gaekwad.