Sheopur, the district headquarter is situated on the right bank of the Sip river. The town and its fort are said to have been founded in A.D.1537 by Indrasingh, chief of Gaur Rajput, a feudatory of the Jaipur royal house. Gaur Rajputs were worshippers of Lord Shiva, so built many Shiva temples in the town. Shiva lingas are found in neighboring wells and step wells. But the town and fort took their name from a Saharia, who himself sacrificed to ensure the permanency of his settlement. His descendants held hereditary grant of land in the neighborhood. The first historical mention of Sheopur occurs in a record, made by Nimat-Ullah wherein it is stated that a dispatch of an army of Sikander Lodhi in 1570 A.D. was sent to Sheopur and Awantgarh, in support of Raj Dungar, who later on converted to Islam faith. The fort of Sheopur then belonging to Rai Surjan of Ranthambhore was surrendered to Akbar, when he was advancing towards Chittore. Later on, it (Siusupur of Bloachman) was made the headquarters of a Mahal of the Ranthambore Sarkar in Ajmer Subah. Tieffenthallar (A.D. 1750) refers to Sheopur as a town of fine palaces.

In 1808, the country fell to Daulat Rao Scindia, who granted Sheopur and the adjoining track to his General Jean Baptiste Filose as jagir. The latter, in his attempts to invest the fort starved out the Gaurs, who finally vacated it on 13th October 1809. Tod was present at the capture of the town. The chief Radhika Das who was known as Sakhi-Rao for his habit of dancing before the ideal of Radha, was granted Badoda village and certain lands in the vicinity. Sheopur was a mint town under Daulat Rao, the coin struck bore an impression of a cannon and was thus known as Top Shahi.

From that time onwards, the fort was Jean Baptiste’s residence. In 1814, while Fillose was ravaging the territory of Jai Singh Kichi of Raghugarh, he seized the fort together with Baptiste Fillose’s family. After the treaty of Gwalior in A.D. 1818, when Fillose fell into this favor of the Scindia, he retired to Sheopur, then his only possession.
In the district, near the Rajasthan border, there are two places, associated with mythological personalities. One of these is known as village Itonwari which is said to have been founded by Raja Udyanpad, Dhruva’s father. Dhruva is said to have done his penance at this place. The spot is known as Dhruva Kunda. The other village near this
one is named Rameshwar where Parshuram is said to have done his penance. The Hushendan vora is a garden of Sheopur, constructed by Baptiste Fillose. It contains a mosque and a temple of Ganesh. Another temple of Ganesh, viz, the Tori ke Ganesh stands in the center of the town. Makbara Sheopur was built near the Railway station in
1960 Hizri. It is a tomb of Muhammed Alam Munawar Khan, Sipahassalar of Sher Shah Suri. Costly stones are laid in it. The Banjara dam on the Sip river is said to be 200 years old.