Some of the earliest inhabitants of what is now Madhya Pradesh were groups such as the Bhils and Gonds. Descendants of an ancient race, they were once wide-ranging hunters and gatherers, or nomadic farmers, who moved from place to place.
The simple tribal people were no match for the later waves of aggressive invaders, who gradually pushed them into the hill forest parts of the region. Among these invaders were Rajputs, Muslims, and Marathas.

One of the earliest states that existed in Madhya Pradesh was Avanti, of which Ujjain was the capital. It lay in the western part of the region. Avanti was a centre of Buddhism and of Pali, the language of early Buddhist literature.
Avanti formed part of the Mauryan Empire of 300-200 B.C.. Several pillars and stupas of this period stand in Sanchi and Ujjain. The stupas of Sanchi are famous.

From about 100 B.C. to the A.D. 1500's, various dynasties ruled part or most of the state. They included the Sunga dynasty (185-73 B.C.), the Ksaptrapas and the Nagas (A.D. 100-300), and the Guptas (300-400). The Hunas (Huns) struggled to seize control of Malwa during this period.
Malwa was in western Madhya Pradesh and had developed out of the earlier state of Avanti. In the 600's, it became part of Harsha's northern Indian empire. After Harsha's time, different parts of Madhya Pradesh were again ruled by different dynasties. These dynasties include the Pratiharas, the Paramaras, the Chandellas, and the Chedis.

Up to the 1200's, there were also a number of Gond tribal kingdoms in Madhya Pradesh. The Paramara king Bhoja was an enlightened monarch, a poet, and a patron of both art and literature. The Chandella king Dhanga, who reigned from 954 to 1002, commissioned the building of the magnificent temples of Khajuraho.

The Turks conquered Gwalior, in northern Madhya Pradesh, in the 1000's. The Delhi Sultanate incorporated Gwalior in 1231. Malwa emerged as an independent kingdom under the Islam Khalji dynasty in 1401. Its magnificent capital was Mandu. Mahmud Khan Khalji (reigned 1436-1469) was the most powerful king of Malwa. He fought against Gujarat, Delhi, and Mewar. Baz Bahadur reigned in the 1500's as the last ruler of an independent Malwa. He was a great patron of art and music. Akbar annexed Malwa to the Mughal Empire in the mid-1500's.

A large part of Madhya Pradesh, including Malwa, came under Maratha rule with the decline of the Mughal Empire in the 1700's. The chief Maratha kingdoms in Madhya Pradesh were Dhar, Dewas, Gwalior, and Indore.

In 1817-1818, territories in Madhya Pradesh known as the "Saugor-Nerbudda" came under the control of the British following their victory over the Marathas in the Anglo-Maratha wars. The British extended their influence into the area by making treaties with the native rulers and annexing part of the territory. The area under direct British administration in time became known as the Central Provinces and consisted of Malwa, Bundelkhand, and Baghelkhand.

The anti-colonial movement in Madhya Pradesh was relatively weak. When India gained independence in 1947, the Central Provinces and Berar became Madhya Pradesh. Adjoining territories were added to the new state. In 1956, the government detached eight Marathi-speaking districts and added them to Bombay state (now Maharashtra). Bhopal also became part of Madhya Pradesh. Feudal influences still persist in the politics of Madhya Pradesh.