Jodhpur was founded in 1459 by Rao Jodha; a Rajput chief of the Rathore clan. Jodha succeeded in conquering the surrounding territory and thus founded a state which came to be known as Marwar. As Jodha hailed from the nearby town of Mandore; that town initially served as the capital of this state; however; Jodhpur soon took over that role; even during the lifetime of Jodha. The city was located on the strategic road linking Delhi to Gujarat. This enabled it to profit from a flourishing trade in opium; copper; silk; sandals; date palms and coffee.

Early in its history; the state became a fief under the Mughal Empire; owing fealty to them while enjoying some internal autonomy. During this period; the state furnished the Mughals with several notable generals such as Maharaja Jaswant Singh. Jodhpur and its people benefited from this exposure to the wider world: new styles of art and architecture made their appearance and opportunities opened up for local tradesmen to make their mark across northern India.

During the British Raj; the state of Jodhpur had the largest land area of any in Rajputana. Jodhpur prospered under the peace and stability that were a hallmark of this era. Its merchants; the Marwaris; flourished and came to occupy a position of dominance in trade across India. In 1947; when India became independent; the state merged into the union of India and Jodhpur became the second city of Rajasthan.