Superintendent of Police in Bharatpur said that wall and a tin hut were devoted at the wedding hall, and got distorted during storm hit yesterday night.
At least four children and eight women were among those killed.
He added: "We will investigate if the hall owners had a valid licence".
Authorities have opened a culpable homicide investigation and questioned the building's owner in relation to the incident.
District authorities have also chose to assemble a committee to investigate structural engineering at other marriage venues, Tank said.
The Prime Minister also announced a compensation of Rs. 50,000 for those injured in the collapse. "I hope the injured recover soon", he said.
At least 22 people lost their lives in northern India when a wall collapsed during a wedding celebration late Wednesday night.
"The injured were rushed to nearby hospitals immediately and treatment was administered".
Most of the injured were taken to local hospitals, though one was sent to SMS Hospital in Jaipur.
State Chief Minister Vasundhara Raje has also expressed condolences at the deaths of 26 people and ordered district officials to ensure proper treatment of the injured.
One of India's most arid states, Rajasthan, frequently suffers dust storms during summer months.
In 2013, an illegal building in Mumbai caved in, killing 74 people.