Baji Rao is credited with expanding the Maratha Empire, especially in North India, which contributed to its reaching a zenith during his son's reign twenty years after his death. In his military career spanning 20 years, Baji Rao never lost a battle. According to the British Army officer Bernard Montgomery, Baji Rao was possibly the finest cavalry general ever produced by India.
On November 12, 1736, the Peshwa started a march to the Mughal capital Delhi from Pune. On hearing about the advancing Maratha army, Mughal emperor asked Saadat Ali Khan I to march from Agra and check the Maratha advance. The Maratha chiefs Malhar Rao Holkar and Pilaji Jadhav crossed Yamuna and plundered the Mughal territories in the Ganga-Yamuna Doab. Saadat Khan led a force of 150,000 against them, and defeated them. He then retired to Mathura, thinking that the Marathas had retreated. However, Baji Rao advanced to Delhi and encamped at Talkatora. The Mughal emperor dispatched a force led by Mir Hasan Khan Koka to check his advance. The Marathas defeated this force in the Battle of Delhi on March 28, 1737. Baji Rao then retreated from Delhi, apprehensive about the approach of a larger Mughal force from Mathura.