Jhunjhunu is one of the largest towns of Shekhawati and it's district headquarters. The town was founded by the Kaimkhani nawabs in the mid 15 th century. It is a famous tourist place especially for the Hindu pilgrims who come here for the oldest temple of rani Sati.

It was in Jhunjhunu that the British based their Shekhawati brigade, a troop raised locally in the 1830's to try to halt the activities of the dacoits, who were largely local petty rulers who had decided it was easier to become wealthy by pinching other people's money than by earning their own.