The BJP president is scheduled to meet party legislators and MPs during his visit.
He will hold a separate meeting with state office bearers, district presidents and district prabharis (in-charge), the BJP said in a statement.
Mr Shah will also address a karyakarta maha-adhiveshan -- or a workers' mega conclave.
The BJP has been making significant inroads into the state and is being seen as the primary opposition party to Naveen Patnaik's BJD, which has been ruling Odisha for almost 17 years now.
Earlier this year, the BJP notched an impressive tally in local elections, winning 306 of the 853 zilla parishad seats, up from the 36 seats it had in 2012.