According to the historic scriptures, Maharaja Pratap Singh was a huge devotee of Shri Govind Dev Ji. He was such a huge devotee of Shri Govind Dev Ji that Maharaja could speak to the Lord and could see him too (according to the local history). During his rule, a Nawab of Avadh had killed a Vice Roy of the British Empire. Aiming the Nawab as the enemy, the British soldiers decided to kill the Nawab as treachery.
When the Nawab went to Maharaja Pratap Singh, he provided shelter to the Nawab and promised under the name of Shri Govind Dev Ji to protect the Nawab. When pressurized by the British Empire, Maharaja had no choice but to have over the Nawab. When the Nawab died, Shri Govind Dev Ji did not appear in front of Maharaja or spoke to him.
After few months of fast and sleepless nights, Maharaja saw Shri Govind Dev Ji in his dreams who asked to construct a new temple in his palace in order to forgive him. Therefore, Maharaja Sawai Pratap Singh constructed Brij Nidhi temple. It is one of the famous stories in Rajasthan and tourists love visiting a unique temple that looks like a Palace.