Rai ka Bag Palace, situated near the Raika Bag palace railway station, about 6kms from Jodhpur is an artistic palace built in 1663 by Hadiji, queen of king Jaswant Singh-I. King Jaswant Singh-II spent most of his time in this octagonal shaped bungalow palace as it was one among the favorite palaces of the king. When Dayanand Saraswati came to Jodhpur in 1883, his sermons were arranged for the public in the public ground of this palace. Now, Rai ka bag palace houses the office of income tax.