Muslim invasion of the area began in the 11th century. The Hindu domains of Gwalior were incorporated into the Delhi sultanate in 1231 by the sultan Iltutmish. Later, in the early 14th century, the Khaljī sultans of Delhi overran Malwa, which was subsequently annexed into the Mughal Empire by Akbar (ruled 1556–1605), the greatest of the Mughal emperors. Maratha power extended into Malwa at the beginning of the 18th century, and a large part of what is now Madhya Pradesh had come under the control of an alliance of Maratha rulers—the Maratha confederacy—by 1760. With the defeat of the peshwas (hereditary Maratha chief ministers who centralized Maratha rule) in 1761, the Sindhia dynasty of Marathas was established at Gwalior in the north and the Holkar dynasty, also Maratha, at Indore in the southwest.

In the early 19th century the area became increasingly agitated as Pindari robber bands, composed of horsemen formerly attached to armies of Maratha chiefs, began to raid towns and villages from their hideouts in central India. The Pindaris, who received the tacit protection of the Sindhia and Holkar dynasties, had formed these autonomous bands beginning in the late 18th century, when the Maratha confederacy was weakening from internal dissension and from the growing military presence of the British. By 1818 British armies were able to suppress not only the Pindaris but also the various Maratha dynasties. That year the Nerbudda (now Narmada) River and Saugor (now Sagar) territories, containing much of northern Madhya Pradesh (including Gwalior and Indore of the Sindhia and Holkar dynasties), were ceded to the emerging British Empire.

During the next 40 years the British consolidated their control over the area. In the early 1830s British armies were required to suppress the thugs (Hindi: thag), a fraternity of assassins and plunderers (dating from at least the 14th century) who were roaming across central India. By 1854 all of Madhya Pradesh had fallen under British control. The present borders began to take shape in 1861, when the Sagar and Narmada territories and the Nagpur plain to the south were merged to create the Central Provinces. In 1903, with the addition of the Muslim territory of Berar, the area was renamed the Central Provinces and Berar. This administrative unit, however, did not include those parts of the north and west of the present state (Malwa, Bundelkhand, and Baghelkhand) that from 1854 formed sections of the Central India Agency. The Muslim state of Bhopal, situated between the Central India Agency and the Central Provinces and Berar, remained a protectorate of the British.

Madhya Pradesh since Indian independence

When India became independent in 1947, the new states of Madhya Bharat and Vindhya Pradesh were carved out of the old Central India Agency. Three years later, in 1950, the Central Provinces and Berar was renamed Madhya Pradesh. With the States Reorganization Act of 1956, Madhya Pradesh was redistributed along linguistic lines. The act transferred the southern Marathi-speaking districts of Madhya Pradesh to the Bombay state (now in Maharashtra) and merged several Hindi-speaking areas—the states of Bhopal and Vindhya Pradesh, as well as most of Madhya Bharat—with Madhya Pradesh. In 2000 its eastern provinces became the state of Chhattisgarh.