Shah received a rousing welcome by the party supporters from the airport in Babatpur to Ravindrapuri area, where Modi's MP office is situated.
The office was decorated with posters and banners with the BJP slogan of "Ek Bharat, Shreshth Bharat" (United India, Great India) and also had pictures of veteran leaders Atal Bihari Vajpayee and Lal Krishna Advani.
A large number of BJP leaders and workers had assembled for the function.
According to his itinerary, the BJP President will take a night halt in Varanasi and offer prayers at Kashi Vishwanath temple on Thursday morning following which he will leave for Hyderabad.
He is also scheduled to hold meetings with the office bearers of BJP's local unit.
Earlier in the day, Shah claimed that the success story of the party in Uttar Pradesh during Lok Sabha polls would be repeated in assembly elections in four states, including Haryana and Maharahstra, but said the UP Assembly elections would the real test.
On Tuesday, Shah exhorted party workers to begin work for winning the 2017 state assembly elections.
This is Shah's maiden visit to the electorally crucial Uttar Pradesh after his recent elevation as party chief.
With Shah as party in-charge in Uttar Pradesh, the BJP had won spectacular 71 out of 80 seats in the Lok Sabha elections 2014, its alliance partner Apna Dal won two other seats.