Shegaon is a small town in Khamgaon Taluka. It is famous for the Samadhi of “Shri Gajanan Maharaj” who lived here for about 32 years. Gajanan Maharaj was a mystical saint whose early life is unknown. He was as popular as the “Saibaba” or Akkalkot Maharaja of Shirdi. He appeared in Shegaon, then a small village, in 1878 and took samadhi in 1910. Every Thursday thousands of devotees from all over Maharashtra come to pay respects to the Samadhi, this day is considered special. Nowadays Shegaon is also known as Pandharpur of Vidarbha.

A temple of Sri Rama is built on the Samadhi of “Sri Gajanan Maharaj”. A fair is held here on the occasion of Ramnavami and Rishipanchami in Bhadrapada month of Hindu calendar.The Gajanan Maharaj Sansthan Mandir Trust runs the day-to-day affairs of the temple; It is headed by managing trustees who usually come from the lineage of the Patils. The trust has undertaken many religious and charitable projects like educational institutions, hospitals etc. In particular, it runs “Sri Sant Gajanan Maharaj” College of Engineering (SSGMCE) and “Sri Gajanan Maharaj” English School.