The visit comes as part of an agenda to strengthen the party's voter base in Odisha, ahead of the upcoming elections in the state, as well as the general elections next year.
During his visit, Shah is expected to attend meetings at the BJP state office for discussing various important matters.
He is also expected to hold a meeting with the party in-charges of the state's Lok Sabha and assembly seats.
Later in the day, Shah is expected to address gatherings and participate in a social media workshop.
The BJP and the ruling Biju Janata Dal (BJD) have been at loggerheads in the state.
Earlier this week, Union Minister Dharmendra Pradhan accused the Naveen Patnaik-led BJD of playing dirty politics, after reports surfaced of President Ram Nath Kovind and his wife Savita allegedly being harassed by servitors of the Jagannath Temple here.
The BJP leader also criticised the Odisha government for not utilising water from the Mahanadi River.
On a related note, the elections for Odisha's 147 seat-assembly will be held around the same time as the 2019 General Elections.