listen) "Central Province"; abbreviated MP), often called the Heart of India, is a state in central India. Its capital is Bhopal and Indore is the largest city.Madhya Pradesh is the second largest state by area and with over 75 million inhabitants the sixth largest state in India by population. It borders the states of Uttar Pradesh to the northeast, Chhattisgarh to the southeast, Maharashtra to the south, Gujarat to the west, and Rajasthan to the northwest.