Sheopur, the district headquarter is situated on the right bank of the Seep River. The city and its fort are said to have been founded in AD 1537 by Indra Singh, chief of the Gaur Rajputs, a feudatory of the Jaipur royal house. The Gaur Rajputs were worshipers of Lord Shiva, so built many Shiva temples in the town.
The first historical mention of Sheopur is found in an inscription made by Nimat-Ullah, which states that in 1570 AD an army of Sikandar Lodhi was sent to Sheopur and Avantgarh in support of Raj Dungar. The fort of Sheopur belonging to Rai Surjan of Ranthambore was handed over to Akbar when he was marching toward Chittor. Later on, it (Bluchmann’s Sisupur) was made the headquarters of a palace in the Ranthambore government in the subah of Ajmer.

In the district, near the Rajasthan border, there are two places associated with mythological personalities. One of these villages is known as Itonvari, which was established by Dhruva’s father, King Udayanapada.
It is said that Dhruva did his penance at this place. This place is known as Dhruv Kund. nearby village
One is named Rameshwar where Parshuram did his penance. Hasendran Vora is a garden in Sheopur, built by Baptist Philos. It has a mosque and a temple of Ganesha. Another temple of Ganesha, viz., Tori ka Ganesha is located in the center of the city.