Hawa Mahal (or Palace of breeze) was built in 1799 by Maharaja Sawai Singh as part of City Palace.

It was an extension of the Zenana (women) chamber. It's purpose was to allow royal ladies to observe everyday life in the street below without being seen.

It is a five storey high red sandstone structure complete with over 950 windows. The breeze (or hawa in Hindi) circulates through these windows giving the palace its name.

I can recommend to visit it and to climb it up for yourself. Then you see that this big building is so slim. The entrance is on the back side.

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Based on a work at Wikitravel.org & Traveldudes.org.