Udaygiri Kandhagiri Caves are found in the hills, which are 6 km from Bhubaneshwar. One can reach these caves from Bhubaneshwar by bus or autorickshaw. The caves on the two low hills of Udayagiri and Khandagiri give ample proof of Jain and Buddhist occupation of the region at least by the 2nd century B.C. Khandagiri means "broken hill" and Udayagiri means "hill of the sunrise." These two hills rise 40m above the surrounding lateritic and infertile plain. The Archaeological survey of India has carried out major repair work-like supporting vital features of the caves and protecting important carvings of these coarse grained sandstone caves.

The Khandagiri Caves are reached via a steep path which divides halfway up the hill. To the right is Ananta Cave with its carved figures of elephants, and women which are worth a visit. It offers a fine bird eye view of Bhubaneshwar from its summit. The steep path up divides about third of the way up the hill. Further along there is a series of Jain Temples and, at the top, there is another Jain Temple dating from the 18th Century.

At the base of the hill, to the right, are the two storied "Rani Gupha or Queens Place" cave. This is the largest and most impressive cave on the lower story. Two sentries flank the right band wing. The sculptured friezes on the walls are exotic. Many of its weather beaten pillars have now been restored. The pilasters at the entrance to the cells and the arches are extensively carved. These carvings depict religious and royal scenes.

Most of these caves were chiseled in these sandstone hills for the Jain monks, who had renounced the world to meditate in peace and quiet and to do austere penance. The caves therefore inside one bore with no concessions to any form of comfort, other than to give basic dry shelter. They are just steeping compartments, which are cramped and low scoffed.