The most densely populated district in Madhya Pradesh is:

Indore
Jabalpur
Bhopal
Gwalior

The correct answer is A) Indore.

Indore is the most populous city in Madhya Pradesh and the 12th most populous city in India. It is the administrative headquarters of Indore district and the Indore division. The city is located on the banks of the Khan River, 190 kilometers (118 mi) west of the state capital, Bhopal.

Indore is a major commercial and industrial center. It is home to a number of manufacturing industries, including textiles, engineering, chemicals, and pharmaceuticals. The city is also a major transportation hub, with a number of national and international airports.

The population of Indore was 3.1 million in 2011. The city has a population density of 10,200 people per square kilometer (26,400/sq mi).

The other options are incorrect because they are not as densely populated as Indore. Jabalpur has a population of 1.4 million and a population density of 600 people per square kilometer (1,500/sq mi). Bhopal has a population of 2.1 million and a population density of 800 people per square kilometer (2,100/sq mi). Gwalior has a population of 1.1 million and a population density of 500 people per square kilometer (1,300/sq mi).