One of Delhi’s lesser-known and frequented (now we know why) monuments, it is an old hunting lodge built by Feroz Shah Tughlaq in the 14th century. If you wonder how did it get the name, there are two theories behind it. Some suggest that this place was once the home of a Sufi saint, Bu Ali Bakhtiyari, while some say that a Bhatiyarin had once lost her way and ended up in his mahal. No one can really validate why it's considered haunted, but the truth is it lies abandoned and in the middle of the ridge. So, that coupled with the fact that enough people consider it haunted, is enough for us.
You can read more here.