Gurdwara Bangla Sahib was originally a bungalow belonging to Raja Jai Singh, an Indian ruler in the seventeenth century, and was known as Jaisinghpura Palace, in Jaisingh Pura, an historic neighbourhood demolished to make way for the Connaught Place, shopping district.
The eighth Sikh Guru, Guru Har Krishan resided here during his stay in Delhi in 1664. During that time, there was a smallpox and cholera epidemic, and Guru Har Krishan Ji helped the suffering by giving aid and fresh water from the well at this house. Soon he too contracted the illness and eventually died on 30 March 1664. A small tank was later constructed by Raja Jai Singh over the well, its water is now revered as having healing properties and is taken by Sikhs throughout the world back to their homes.
The Gurdwara and its Sarovar are now a place of great reverence for Sikhs, and a place for special congregation on birth anniversary of Guru Har Krishan. It was first built as a small shrine by Sikh General Sardar Baghel Singh in 1783, who supervised the construction of nine Sikh shrines in Delhi in the same year, during the reign of Mughal Emperor, Shah Alam.