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The area which is now known as Sanjay Palace was actually a central Jail. Then in 1976 during Indira Gandhi's emergency rule (1975–77) saw the shifting of the Central Jail to a new site outside the city periphery. The space vacated has now been used for the Sanjay Place commercial complexes. The name Sanjay is after Indira Gandhi's son who was instrumental in this shift.
Sanjay place is located between the Paliwal Park and M G Road. It is close to the Shah Market which is the biggest electronic market in Agra. It is also quite close to Raja ki mandi Railway station and the civil court.
Sanjay Place, has a mix of offices, parks and eateries. It is popular for the various computer and laptop dealers located in Sanjay Place. There are many restaurant as well as road side eateries in and around Sanjay Place. There are many cinema halls near Sanjay place. The Hotel Marina (Agra) is also located at Sanjay Place. Ajanta is the leading bakery chain in Agra. Many cloth shops are also here including Casual Point, and Pakiza.
Three of the best schools in Agra are in Sanjay Place: St Peters College, St Patricks Junior college, and St. Francis Convent school.
The Income Tax Office is here. Shaheed Smarak, which is a tribute to Kargil War Soldiers, is also situated here.