About Burhanpur Burhanpur is a city in the state of Madhya Pradesh, India. It is the administrative headquarters of the Burhanpur District. It is located in the Satpura Range. Shah Nawaj Khan Ka Makbara, Dargah-E-Haqimi, Mahal Gulara, Gurudwara, and other important places of worship in Burhanpur Burhanpur is located on the banks of the Tapti River in the Indian state of Madhya Pradesh (M.P). This mediaeval city dates back to around 1400 AD.