Bhawani Natya Shala is located in proximity to the Jhalawar Fort. Built in the year 1921, this magnificent theatre bears witness to some of the most memorable plays and cultural events. The highlight of the place is its unique underground construction. Also, the stage is built at a low elevation so that the horses and chariots can be made to appear easily. It is believed that there are only eight such theatres in the whole world. During the time when the theatre was extremely popular, renowned plays like Shakuntalam and Shakespeare were performed here. This Natya Shala served as the Parsi theatre too. Tourists who are inclined towards art can visit the theatre and relive the magic of the bygone era.