Shekhawati gets its name form the great Rajaput Kachhwaha chieftain Rao Shekha. The decendents of Rao Shekha are called Shekhawat. The history of Shekhawati can be traced back to the 14th Century, a number of Muslims clans moved into the area and the towns which developed became important trading posts on the caravan routes emanating from the ports of Gujrat.

As the Mughal Empire fell into decline after the death of Aurangzeb in 1707, the descendants of Rao Shekha , who had already installed themselves in areas to the east of the Aravalli Range, began to encroach on the regions to the north and west. Covering an area of some 30,000 sq km, today this region encompasses the administrative districts of Churu, Jhunjhunu and Sikar, and is known as Shekhawati.The chieftains of the region retained a nominal loyalty to the Rajput states of Jaipur and Amber, who in turn honored them with hereditary titles known as tazimi sardars. It was probably exposure to the courts of jaipur and Amber which encouraged the chieftains, who were known as thakurs, or barons, to commission the first of the thousands of murals which decorated their havelis, or mansions.By 1732, two of these chieftains, Sardul Singh and Shiv Singh, had overthrown the nawabs of Fatehpur and Jhunjhunu and British Ports at Bombay and Calcutta were able to handle a much greater volume of trade than those at Gujarat.

Pressure by the British East India Company compelled Jaipur state to drastically reduce its levies, and it became no longer necessary to travel via Shekhawati. However hawat merchants had received grounding in the Practices and principles of trade, and were reluctant to relinquish was obviously a lucrative source of Income. Towards the end of the 19th century menfolk began to emigrate their desert homes to the thriving, centres emerging on the ports of the Ganges. India's richest industrialists of the century, such as the Birlas, were Marwaris (as the people from Shekawati came to be known).