Place at home where deities are kept

I would say "shrine" would be a good word. Even better would be the phrase "personal shrine".

any structure or place consecrated or devoted to some saint, holy person, or deity, as an altar, chapel, church, or temple.

Dictionary.com

A "personal shrine" carries the implication it is used by just one person. "Household shrine" may be a better fit.

You could use the Latin word lararium (pl. lararia), which will be familiar to some readers. But now that there are probably a lot more speakers of Hindi than Latin in western English-speaking countries, why not just use the Hindi word?

The term you are looking for is very specific to Hindu culture, in a western catholic context that would be referred to as a home altar:

• An altar is a raised area in a house of worship where people can honor God with offerings. It is prominent in the Bible as "God's table," a sacred place for sacrifices and gifts offered up to God.

Example of Puja Ghar

Example of home altar

In a large (like mansion-sized) house, there are chapels, but "gods" are not kept there, unless you consider statues of Jesus on the cross as a god.

A smaller alcove, not a room, with its contents would be a shrine. The actual entablature would be an altar.

In modern Western culture there is no specific word for a designated room for gods, but the ancient Romans had a place where they kept the household gods, the lares, which was called the lararium. The lararium was a closet or shelf where the lares were placed.

If it's small, it could be a 'prayer nook':

If you have some extra space in your home, here’s another, more spiritual way to make use of it. Convert it into a prayer nook, a space where you can talk with God without being disturbed or distracted by the outside world.

... A prayer nook doesn’t have to be in a big space. But it should be a dedicated space – one with no other function than to bring you closer to the Creator. If you’re living in tight quarters, consider these possibilities: a walk-in closet (or half of one), an under-the-staircase space or a recessed area formed by a dormer. Basements and attics may also yield some unused areas.