Senior BJP leaders, Kailash Vijaywargiya and Prabhat Jha, and state party president Nandkumar Singh Chauhan were among others who welcomed Mr Shah at the airport.
Mr Shah will attend a series of meetings with local party leaders including state unit office-bearers, central office-bearers, core group members, state spokespersons, MPs, MLAs, district presidents, among others, during his hectic three-day visit, Mr Chauhan said.
The visit is part of his 110-day nationwide tour to strengthen the party ahead of 2019 general elections.
Mr Shah will also address intellectuals and meritorious students, besides releasing a book written by Kailash Narayan Sarang.
Assembly elections are due in Madhya Pradesh next year.
Get the latest election news, live updates and election schedule for Lok Sabha Elections 2019 on ndtv.com/elections. Like us on Facebook or follow us on Twitter and Instagram for updates from each of the 543 parliamentary seats for the 2019 Indian general elections. Election results will be out on May 23.