Batu Caves The Batu Caves is a series of well known limestone caves outside of Kuala Lumpur in Malaysia. The caves and the exterior house a number of hindu shrines that are dedicated to Lord Murugan. The whole place is extremely impressive and one could easily spend many hours exploring and observing. Unfortunately, we only had an hour to spare and therefore had to rush through the Batu Caves. I highly recommend visiting this place.