Of all the intricately carved panels on the tall stone gateway, one in particular holds your gaze. Engraved with a river scene, it shows three figures rowing a canoe among lotus buds, lily blossoms and water birds, one of which has its head thrown back as it gobbles down a fish. A crocodile, its teeth and scales clearly visible, pokes its curving snout out of the water in the top corner. The faces of the canoeists have weathered, but the feathers on the birds' wings and the wriggly lines - used universally to depict water - look as though they were engraved yesterday.

The panels adorn the north gate of the Great Stupa of Sanchi, in the central Indian state of Madhya Pradesh. The inner core of the stupa is believed to date back to about 250BC, to the time of the greatest of all Mauryan kings, Ashoka the Great, a Buddhist convert. The four magnificent ceremonial gateways were added in the 1st century BC, with Buddhist statues and outer buildings built in the 5th and 12th centuries. Deserted by the 14th century, the site was rediscovered by British archaeologists in 1818. Unlike with other great monuments, it was not dismantled and shipped to faraway museums, and was instead painstakingly restored in situ.

A Unesco World Heritage site, Sanchi is known to pilgrims from Thailand, Korea and Japan, but to few other foreigners. Even less well known are the nearby Rock Shelters of Bhimbetka and their 10,000-year-old cave paintings.

The sense of isolation in remote Bhimbetka, combined with the knowledge that mankind has been taking shelter here for tens of thousands of years, makes walking through the water-worn canyons and caves a deeply humbling experience. The rocks, layered in bands coloured ochre, oatmeal and coral, and painted with elephants, antelopes, birds and hunters on horseback, lead up a gentle hill, the final outcrop silhouetted against a giant sky. Beyond, the ground plunges to a wide valley.

More than 400km to the northeast, the Khajuraho temples are a more popular attraction. The beautifully ornate Hindu constructions dating from the 10th to 12th centuries feature, among the religious and secular imagery, erotic carvings, some of which depict bestiality, homosexuality and highly acrobatic encounters, including a man standing on his head while engaging three women sexually. Elsewhere, carvings of voluptuous women with slim waists and carved jewellery, processions of elephants, daily household scenes and musicians glow yellow in the late afternoon light.

The complex is surrounded by cobbled pathways and manicured lawns dotted with flowering trees and hand-painted signs pointing to "Kandariya Mahadeva", "Lakshmana" and the other temples. Local tourists in saris of fuchsia, lime and peach rush this way and that to pray at the statues of their gods within.

However, it isn't just Buddhist art, cave paintings and kinky carvings that make Madhya Pradesh worth visiting. If you take a ride through the Bandhavgarh and Kanha national parks, and you're lucky, you may catch sight of a tiger or a leopard, as well as gaur (Indian bison), sambar (large deer), the pretty chital (Bambi-like spotted deer), swamp deer, wild boar and a plethora of birds, from snake and crested eagles to the exquisite paradise flycatcher, iridescent kingfishers and the spectacular racket-tailed drongo. The parks, which are a mix of open meadows, bamboo thickets, mixed forest and dry deciduous woods of sal and teak, are also home to sloth bears, honey badgers, pangolins, wolves and hyena.

To experience Madhya Pradesh's natural beauty fully - it has the kind of spaciousness that makes the soul feel like it's expanding to the far horizons - Sarai at Toria, near the Panna Tiger Reserve, is worth a few nights' stay. Set up by English wildlife photographer and conservationist Joanna Van Gruisen and her husband, Indian environmental ecologist and big cat biologist Raghu Chundawat, the serene eco-lodge, complete with gorgeously decorated grass-roofed mud chalets, is entirely off the grid, running on solar power. A boat ride down the river Ken, which flows along the back of the property, passes water buffalo taking a dip, just their nostrils and horns above the water, and numerous birds.

After the wilds of Madhya Pradesh, where you can almost forget the din of Indian traffic, the city of Gwalior comes as a shock, although its giant fort, built on a long, narrow plateau more than a millennium ago, provides some escape from the noise of the city below.

Within the fort, the Man Mandir Palace, which was built between 1486 and 1516, is arguably the most impressive pre-Mughal edifice in India. It retains some of its richly coloured exterior decoration and turquoise, yellow and green tiles sporting ducks, elephants and parakeets, which are astoundingly fresh.

On the road down from the fort are colossal statues of naked Jain tirthankaras (saviours or prophets) sculpted out of the rockface. Most of the figures were carved in the 15th century but a seated couple are thought to date to the 6th century. Some of the serious-looking statues were defaced and "castrated" during the Mughal period (1526-1857), but most are in good condition.

Orchha, on the banks of the Betwa River, to the south of Gwalior, abounds in Mughal-era buildings: waterside palaces, temples and cenotaphs. The impressively intricate Jahangir Mahal, its outer buildings including camel stables, blends Hindu and Muslim architectural styles with aplomb and was built circa 1610 by Raja (King) Bir Singh Deo, for the visit of Mughal emperor Jahangir.

Deo also built the imposing Bir Singh Palace (circa 1620), in Datia, one of the few Indian buildings that the architect of British New Delhi, Edward Lutyens, admitted to admiring. The fort-palace, used to house guests of the royal family and for music and dance performances, is an eclectic mix of Mughal and Rajput architecture, with endless courtyards, cupola-topped towers, latticework balconies and remnants of mosaic tiling. It overlooks a lake and charming Datia.

The narrow caked-earth alleys of this quaint town are lined by small homes, in front of which the elderly sit and watch children in dirty clothes play tag around chickens and mangy dogs. Cows wander about at will, snacking on the greens on a vegetable seller's cart or sifting through rubbish swept into piles on street corners. Women squat beside open fires, tending to the family meal of yellow dal and chappatis while the feminine majesty of the fort-palace watches over the people of Datia, as it has done for generations.

Getting there: Air India and Jet Airways both fly direct from Hong Kong to Delhi. To explore the ancient wonders of Madhya Pradesh, it may be best to hire a car and driver through a reputable travel agent in Delhi, from where the state is easily reached along the new Yamuna (Delhi-Agra) Expressway.