At least 10 people were killed when a stampede broke out in Hussain Tekri near Jaora town in the district on the occasion of Chellum, a Muslim religious observation that comes after Moharram.
The stamped broke out when a huge crowd gathered at Hussain Tekri's main entry to take part in Chehllum were pushed backward by the police to regulate their entry after midnight.
"Six women and four men were killed in the incident," Additional Superintendent of Police Rajesh Vyas said, adding they were crushed under the weight of many persons present at the spot.
While bodies of 10 persons were found at one place, two others were traced slightly away from the place where the incident took place. However, the police suspect that they might have succumbed due to severe cold.
Usually, persons suffering from mental illness visit the place with a belief that the visit to the sacred place will cure them of their problems.
Ratlam Collector R K Sharma has ordered a magisterial probe into the incident and announced as ex-gratia of Rs 10,000 each to the victims.