Sakshi touched down in the Capital in the wee hours and was received by the Ministers of the ruling Bharatiya Janata Party in Haryana.
Haryana's sports and youth affairs minister Anil Vij, who was present in Rio as head of state delegation, accompanied the wrestler on the return flight.
Sakshi then travelled to Bahadurgarh in Jhajjar district, where Haryana Chief Minister Manohar Lal Khattar along with his senior cabinet colleagues Capt Abhimanyu and O P Dhankar, among others, welcomed the star athlete.
At the grand felicitation function at Bahadurgarh, Sakshi was handed a cheque of Rs 2.5 crore by the Chief Minister. She was also appointed as Haryana's brand ambassador for 'Beti Padhao-Beti Bachao' programme.
"It is a proud moment for us that girls of the country have done so well. Our two daughters, Sakshi Malik and PV Sindhu (who won a silver medal at the Rio Games), have made the nation proud," Khattar said.
He said that sportspersons from Haryana have once again made the country and their state proud.
"Our government is taking a number of steps for the promotion of sports. Sakshi has made everyone proud including her country, her state, besides her coaches, her town Rohtak and her family," Khattar said in the presence of Sakshi's family members.
The CM said Sakshi, who is employed with the Railways, would be soon promoted.
"We have also offered her a Class II job in the Haryana Government. She has said that she will think over it and decide," Khattar said.
On the occasion, Sakshi, in her brief speech, thanked everyone for their support and best wishes.
"I want everyone to support me in future as well so that I can win more medals for my country," she said.
Hailing 'Beti Padhao-Beti Bachao' scheme, Sakshi said, "Now we have added Beti Khilao (encourage girls to take up sports) to this."
The 23-year-old was also honoured with a traditional 'pagri' at Bahadurgarh. Sakshi, who opened India's medal account at the Rio Games, will make multiple stops before she reaches her native village, Mokhra, later in the day.