The incident took place at around 3 pm in Birpur area of Sheopur district.
The stage collapsed due to overcrowding when Scindia was yet to start his speech, district superintendent of police Saket Pandey told PTI.
Nobody was injured, he said.
Unfazed by the incident, Scindia addressed the rally where he blasted the BJP government in Madhya Pradesh for the plight of farmers.
Scindia is holding farmers' meetings across the state ahead of the next year's Assembly elections.
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