Madra Kingdom was a kingdom grouped among the western kingdoms in the epic Mahabharata. Its capital was Sagala in Madra region, modern Sialkot in the Punjab province of Pakistan. The Kuru king Pandu's (Pāṇḍu) second wife was from Madra kingdom and was called Madri. The Pandava twins, Nakula and Sahadeva, were her sons. Madri's brother Shalya was the king of Madra. Though affectionate to the Pandavas, he was tricked to give support to Duryodhana and fought against the Pandavas during the Kurukshetra War. He was killed by Yudhishthira, the eldest Pandava. Other than the Madra kingdom with Sagala as its capital, it is believed that there was a Western Madra and a Northern Madra.

Sagala, Sakala, or Sangala was a city in ancient India, which was the predecessor of the modern city of Sialkot that is located in what is now Pakistan's northern Punjab province. The city was the capital of the Madra Kingdom and it was razed in 326 BC during the Indian campaign of Alexander the Great. In the 2nd century BC, Sagala was made capital of the Indo-Greek kingdom by Menander I. Menander embraced Buddhism after extensive debating with a Buddhist monk, as recorded in the Buddhist text Milinda Panha. Sagala became a major centre for Buddhism under his reign, and prospered as a major trading centre.