Market integration concept explains the relationship between two markets that are spatially or temporally separated. The market Integration for major agricultural commodities was studied by employing distributed lag model, which is superior over correlation analysis.  Distributed lag results of potato prices revealed that the Chikkaballapur market took less than a day to transfer the price signals from Bangalore market, followed by Srinivaspur (3.48 days), Chintamani (13.03 days) and Kolar (16.18 days). In case of onion, Chikkaballapur took 1.38 days followed by Chintamani (4.38 days), Kolar (7.45 days) and Srinivaspur (7.93 days) to reflect the Bangalore onion prices. Kolar took 8.34 days to reflect Bangalore ragi prices and more number of days was observed in Srinivaspur market. In case of groundnut prices, Kolar took less than 6 days and it was highest (16.01 days) in Srinivaspur market.