Stone Age tools dating from 5,000 to 200,000 years were found in Bundi and Bhilwara districts of the state.
Matsya Kingdom of the Vedic civilisation of India, is said to roughly corresponded to the former state of Jaipur in Rajasthan and included the whole of Alwar with portions of Bharatpur. The capital of Matsya was at Viratanagar (modern Bairat), which is said to have been named after its founder king Virata.[need quotation to verify]
Bhargava identifies the two districts of Jhunjhunu and Sikar and parts of Jaipur district along with Haryana districts of Mahendragarh and Rewari as part of Vedic state of Brahmavarta. Bhargava also locates the present day Sahibi River as the Vedic Drishadwati River, which along with Saraswati River formed the borders of the Vedic state of Brahmavarta. Manu and Bhrigu narrated the Manusmriti to a congregation of seers in this area only. Ashrams of Vedic seers Bhrigu and his son Chayvan Rishi, for whom Chyawanprash was formulated, were near Dhosi Hill part of which lies in Dhosi village of Jhunjhunu district of Rajasthan and part lies in Mahendragarh district of Haryana.
The Western Kshatrapas (405–35 BC), the Saka rulers of the western part of India, were successors to the Indo-Scythians, and were contemporaneous with the Kushans, who ruled the northern part of the Indian subcontinent. The Indo-Scythians invaded the area of Ujjain and established the Saka era (with their calendar), marking the beginning of the long-lived Saka Western Satraps state.