Khandagiri caves & Udayagiri caves are situated on two adjacent hills at Khandagiri in the smart city Bhubaneswar. The caves of Udayagiri and Khandagiri are called Lena in the Hathigumpha inscription. The famous inscription of emperor Kharavela in Hatigumpha’s wonderful sculptures on the walls of Rani Gumpha at Udayagiri and the Huge statue of Mahavir on Khandagiri hills are worth seeing. All of those reminders of the golden period of Odisha under some of the greatest rulers of history. Udayagiri and Khandagiri is a tourist destination in Bhubaneswar, Khordha district, Visitors and Jainism saints from all over the state come to visit here. Bhubaneswar Tourist Places & Famous Temples.