Shegaon, a municipal town in Khamgaon Teshsil is famous for the Samadhi of Shri Gajanan Maharaja mystic saint as popular as Saibaba of Shirdi. You'll see a large number of pilgrims here, some coming from distant parts of Western Maharashtra, Vidarbha. Allegorically, Shegaon can be described as the Pandharpur of Vidarbha. Thousands of devotees pay their respects at the Samadhi every thousands of devotees pay their respects at the Samadhi every Thursday, which is regarded as a special day.
See the temple of Shri Ram, also constructed in the premises of the shrine. If you visit Shegaon on Ram Navami in Chaitra and on Rushi Panchmi in Bhadrapada month of the Hindu Calendar, you can also attend the fairs held here on these occasions.