Located near the banks of River Kshipra, on the outskirts of the city, Bhartrihari Caves are a popular tourist stopover. Supported by stone pillars, the cave has multiple rooms that house idols or images of Hindu deities. There is also a small temple inside that is pegged as a holy shrine for devotees of the Nath community. Assigned to the 11th century AD, the caves are a testimony to the rich cultural heritage of Ujjain.

Legend has it that the cave has been named after the stepbrother of King Vikramaditya, Bhartrihari, who meditated here for almost 12 years. Apparently, Bhartrihari was a poet and a great scholar, whose works include Nitishatak, Vairagyashatak and Shringarshatak. The caves have extremely narrow entrances, which can be very tricky to access. Every year, thousands of devotees come here to pay homage to the scholar; saints of the Nath community even pitch tents outside the caves and meditate.