Shah Shuja first married Bilqis Banu Begum, the daughter of Rustam Mirza, on the night of Saturday, 5 March 1633. The marriage was arranged by Princess Jahanara Begum. Rupees 1,60,000 in cash and goods worth one lakh were sent as sachak to the mansion of Mirza Rustam. On 23 February 1633, the wedding presents worth Rupees 10 lakhs were displayed by Jahanara Begum and Sati-un-nissa Khanum. The following year, she gave birth to a daughter and died in childbirth. She was buried in a separate mausoleum named Kharbuza Mahal, at Burhanpur. Her daughter was named Dilpazir Banu Begum by Shah Jahan,  who died as an infant.