The first palace at Dig, the Purana Mahal, was built by Badan Singh from 1722. On allying with the Rajputs and helping to defeat the Jat leader Churamum he was rewarded with Churamum's possessions Thun and Dig and was installed as Raja of Dig.
In 1760 Badan Singh's son Suraj Mal later built what is considered to be the most splendid palace at Dig, the garden palace. The palace consists of a series of pavilions arranged around a formal garden. The Kesav Bhawan is the eastern pavilion. It is built into the edge of the large tank, an architectural device that gives an impression that the pavilion is floating.
Views of the Palace at Dig by Company School artists are very rare.