This museum is housed in the 15th-century Gujari Mahal palace, built by Man Singh for his favourite rani (queen), next to the Badalgarh Gate. The entrance is flanked by two 14th-century sardulas (mythological man-lion creatures) from the town of Sihoniya. Inside is a large collection of Hindu, Jain and Buddhist sculptures, including the famed Shal Bhanjika, a small but exceptionally well-carved 10th-century female figure from Gyaraspur (if this room is locked ask in the curator's office for the key).
Also look for the very fine late-Gupta sculpture of Varaha, Vishnu's boar avatar, towards the courtyard's far left corner.