At Indore he stayed with a friend of the Dewan of Junagadh, who perhaps treated him coldly; for on August 22 the Swami wrote to the Dewan from Bombay, "About the kindness and gentlemanliness of your friend Mr. Bederkar of Indore . . . the lese said the better." Here he saw the celebrated Chhattri (umbrella), a monument to Ahalyabai, the famous queen of Indore State, who had been one of the greatest administrators India had ever known. It is said, "Her charitable foundations extended all over India, from the Himalayas to Cape Comorin, and from Somnath to the Temple of Jagannath."

Here the Swami became acquainted with Babu Akshaya Kumar Ghose, whose family in Calcutta he had long known. (This young man later became an adopted son of one Miss Muller of England, and on her behalf he invited the Swami to England in October 1894, when the latter was in America.)

Describing the Swami's manner, his host, Haridasbabu, said later: "There was not the least trace of affectation in his conversation. His elevated thought and noble sentiments showed in the choicest language in an easy and natural way. He had an earnestness about him which made him look as one inspired.”

Once Haridasbabu asked the Swami to give a public lecture, but the Swami said he felt that personal teaching, as found in the traditional guru-disciple system, was best; for in that way the disciple was fortunate enough to meet the teacher in an affectionate and personal relationship, like that between father and son. On being pressed by his host, however, he became half inclined to deliver a lecture, but said that he had never before given a public lecture and had no experience of how to modulate his voice on the platform; nevertheless, he did not mind trying if a gathering of earnest and sympathetic listeners could be convened; for this would help create the atmosphere necessary to arouse the latent powers of a speaker. "But as the conditions proposed", writes the host, "were not practicable in a backward place like Khandwa, the idea had to be abandoned."

During his stay there, Babu Madhavchandra Banerjee, the Civil Judge, gave a dinner for the Bengali residents in honour of the Swami. The Swami took with him some of the Upanishads, intending to expound them before and after the dinner. When the guests arrived, he read out some abstruse passages and then explained them in such a way that a child could understand. Among the guests was Babu Pyarilal Ganguly, a pleader and a Sanskrit scholar, who was inclined to play the role of critic; but when he heard the replies and comments of the Swami, he was completely disarmed. Afterwards he told Haridasbabu that the Swami's very appearance showed greatness.

At Khandwa one gets the first hint of the Swami's serious intention to be present at the World Parliament of Religions at Chicago. It was in Kathiawar that he had heard of this great religious convention which was to be held the following year. He now said to Haridasbabu, "If someone can help me with the passage money, all will be well, and I shall go."

Haridasbabu entreated the Swami to stay longer at Khandwa. The reply was: "I wish I could do so. Everyone is so kind, but I must be on my way to Rameswaram, to do the pilgrimage I have in mind. But if I go on in this way, halting for weeks in each town, it will never be done." Seeing that he was determined to leave, his host gave him a letter of introduction to his brother in Bombay, and said, "He will introduce you to Seth Ramdas Chhabildas, a noted barrister of Bombay [who later travelled with the Swami to Chicago from Yokohama]. Perhaps he will be able to help you. Really, Swamiji, you have a great future before you." "Well," the Swami replied, "I myself do not know; but my Master used to predict many things concerning me." Leaving many friends and ad-mirers in Khandwa, and promising to return one day, he left for Bombay by train. His host had asked him to go by train and had bought him a ticket. He reached Bombay in the last week of July 1892.

Walking through that town, he came across the residence of Babu Haridas Chatterji, a pleader. This gentleman found the Swami standing at his door when he returned from court. At first he took him to be an ordinary sadhu; but he found, to his surprise, that this monk was the most learned man that he had ever met. He invited him to stay at his house, and treated him as a member of the family. The Swami was there for about three weeks. During this time he went on a brief visit to Indore, about forty miles north of Khandwa.