Alexander Cunningham, during his explorations in 1878-79, found in 27-line inscription of 10th century AD mentioning Panchapura from which modern name Pinjore is derived. The mention of Panchpura in the Handi stone inscriptions (1167 AD) also seem to refer to this place. The name Pinjore also appears to be based on the myth that the Pandavas had stayed here during the course of their exile. Later on, this place also came to be known as Bhima Nagar. Evidences further suggest that the ancient temple site of Bhima Devi was systematically demolished repeatedly possibly by the contemporary Muslim invaders with the last blow coming when Aurangzeb reigned. The adjoining Mughal Garden was possibly built using the rubble of the temple.

As a result of scientific clearance at the site, three stone plinths of a prominent ancient temple have come to light along with a number of beautiful sculptural and architectural remnants. The presence of these three plinths indicates that the temple was built in the 'Panchayatan' style of temple architecture. Panchayatan means a group of five temples with a main shrine in the centre and four sub shrines at the each cardinal direction.