Bathinda has one of the harsher climates in Punjab — summer temperatures climb past 45°C in May and June and the heat radiates off the brick walls of the old city well into the night. Avoid it.
October to March is the only sensible window: warm days, cool evenings, and the Rose Garden in bloom from February. Winter mornings can drop to 4–5°C with fog so thick it cancels trains, so pack a fleece.
If you can time it with Baisakhi in mid-April, the pilgrimage to Damdama Sahib is one of the great spectacles of southern Punjab — but expect crowds and a sudden spike in heat.