The Vijay Vilas Palace was built during the reign of Maharao Shri Khengarji III for his son. This palace was built as a summer retreat and resort for the heir to the throne Yuvraj Shri Vijayaraji and is named after him as VijayVilasPalace. The construction started in 1920 and it took nine long years to build this palace. It is completely built in Redstone. Drawn largely on the plans of palaces of Orchha and Datia, it has all the elements of the Rajput architecture.
The artisans and craftsmen from palaces of Jaipur, Rajasthan, Bengal and Saurashtra, the local Kutchi artisan community, masons of Kutch and Suthars were behind the construction of carved stone works of latticed screens, overhanging enclosed balcony, dome-shaped pavilions, overhanging coverings of a roof, murals and many other artistic stone carvings and the coloured glass panes of windows and doors. The VijayVilasPalace has the presence of architecture and style of different regions of India. The highest balcony offers a superb view of the surrounding area of the palace. The small windows present there give one a majestic feeling of standing in the open area because of the cold sea wind. A dome-shaped pavilion of Vijayarji who died in 1948 is also constructed in the palace.
A private beach which offers an air-conditioned tented accommodation is another feature of this palace. Featuring of this palace in many Hindi movies and songs has made this palace a very famous tourist destination. The palace has a museum also.