Built in 200 AD, the Bhaja Caves are also one of the wonderful sites in Lonavala. These landmarks are also devoted to Buddhist and were constructed by the Buddhist nuns. These majestic caves are surrounded by 18 rock cut caves and preserve many statues like a prince on an elephant seat, a chariot carrying a prince, dancing couples and many more. Among the eighteen caves, the first cave serves to be resident for the caves’ head and ten are Buddhist Viharas. And the final seven caves are beautifully decorated with slogans and details of the donor. Also, for attracting tourists, last cave encloses a water fall.