Baba Roshan Shah Wali was a tall Arabian fakir, who traveled the Asian peninsula in the 6th century and settled at a plateau outside the Jammu town in a dense forest. The shrine was built by Maharaja Ranbir Singh, a Dogra ruler of Jammu. It is an exceptionally large grave built on the slope of a Gumat, which speaks about his lofty personality.

Large number of people pays rich tribute to the Baba on every Thursday.