Taj Mahal Location. Taj Mahal, is one of the Seven Wonders of the World, it is located along the banks of the Yamuna River in the heart of the city of Agra. Agra is in Uttar Pradesh state in Northern India and was the capital of the Mughal Empire.The strategic location of the Taj Mahal adds to its enchantment.he Taj Mahal was built by Mughal Emperor Shah Jahan as a mausoleum for his wife, Mumtaj Mahal. Apart from being a mausoleum, the Taj Mahal consists of many iconic structures such as a mosque, beautiful minarets, and the Taj Mahal gardens.