Gurdwara Sis Ganj Sahib was developed to commemorate the martyrdom of Guru Teg Bahadur. It can be located in Chandni Chowk, on exactly the same site exactly where Mughal Emperor Aurangzeb ordered the beheading of Sikh Guru Tegh Bahadur inside the year 1675. It can be said that when Guru Tegh Bahadur died, no one had the courage to choose up his body. All of a sudden, it started raining heavily. Then, two in the brave followers of Guruji took his head and body and fled. The head was taken to Chakk Nanaki in Anandpur Sahib, although the body was taken to the place where Gurdwara Rakab Ganj Sahib now stands.

Soon after practically a century, Baba Baghel Singh, a devotee of Guru Teg Bahadur, discovered the website where Guruji was beheaded. He was the 1 who built the Sisganj Gurdwara, in New Delhi, there. Even nowadays, the trunk with the banyan tree under which the Guru was martyred can be observed in the Gurudwara. The well where Guruji took his day-to-day bath, while becoming imprisoned, also stands at the Delhi Sis Ganj Gurdwara. Then, there is certainly the enclosed construction where Guruji was held captive as being a prisoner before his beheading. Guru Gobind Singh Sahib also visited this holy place in the 12 months 1702.