The Pratap Vilas Palace located near Lalbagh was named after the last ruler of Baroda. It was designed by Mr. Charles P Stevens, the son of FW Stevens, a British Architect who designed the Victoria Terminus in Mumbai. The palace complex has an area of around 55 acres with well maintained gardens and large number of trees. Sayagirao, the King, was in favour of exclusive accommodation for his eldest son Fatehsinghrao who got married recently then. The Palace was built with this purpose. Its construction was started on 15th February, 1908. This is the same year when the last ruler of Baroda, Prataprao was born and his father Fatehsinghrao died.
The construction of Pratap Vilas Palace accomplished on 30th July 1914 and furnished by 1918. This palace was also known as 'Lalbaug' and 'Prince' Palace. Pratapsinghrao was the 13th maharaja of Baroda and was married to Maharani Srimant Akhand Soubhagyawati Shantadevi Sahib. Their son Shrimani Maharaja Fatehsinghrao Gaekwad was born in the palace on 14th April 1951. His coronation ceremony took place in the year 1939.