Built in 1871, this huge and magnificent palace complex was constructed in the traditions of Central Asian architecture. Visitors will find, as one knowledgeable about such things might expect to, a high portal in the middle of the complex, four minarets, a large entrance, and other distinctive elements. This palace once served as the seventh home of the last ruler of Kokand Khanate, Khudoyar Khan.

Khudoyar Khan was, according to historical records, the last Khan of 29 to serve in Kokand within just 150 years. He took the throne in 1845 when he was 12 years old and became the brother-in-law of Mingboshi Musulmonkul, a powerful military leader.

Surrounded by a large carved stone wall, Khan's Palace consists of 119 rooms organized around seven small courtyards. All together, the palace takes up four acres. Building such an enormous complex required 16,000 people and 80 masters in various fields. Those workers used 1,000 carts to haul materials around the complex as they worked on building the structure. None of them, however, wanted to be there; the people were driven to the area by force and made to work in unbearably harsh conditions.

Today, the palace serves as a museum of local history, with exhibits detailing the past and present of the surrounding region, Kokand. Kokand is one of the ancient cities of the Fergana Valley in Central Asia. This region is known around the world for its many architectural and historical monuments including the Jami Mosque, the Dakhma-i Shakhan Royal cemetery, the Modarikhan Mausoleum, and others.