The Indore Museum, also known as the Central Museum, is the main archaeological and historical museum of the city, housed in a building near Nehru Stadium. Its collection focuses on the medieval period of the Malwa plateau, with a strong section on the Parmar dynasty (10th to 13th centuries) whose capitals were at Ujjain and Dhar. The stone sculptures — particularly the Shaiva and Vaishnava figures recovered from temple sites across the region — are impressive, and many are in excellent condition.
There is also material from the Holkar period: weapons, court objects, paintings, and manuscript collections related to the Maratha administration. The museum is not enormous but is well curated by Indian standards, and gives useful historical context for exploring the Malwa region more broadly. It sits near Kamla Nehru Park and is easily combined with a visit to Lal Bagh Palace nearby.