"Yoga is not only a form of exercise but a way of living life. Yoga has the power to transmit the nature's energies to humans," the chief minister said after performing various asanas.
Bollywood actor Jackie Shroff and social activist Shantilal Mutha also attended the hour-long yoga session organised in Worli.
"Prime Minister Narendra Modi has been successful in giving an international recognition to yoga, that has the quality to help people get over the biggest of problems. Everybody should imbibe the quality of practising yoga," the chief minister said.
Mr Fadnavis' wife Amruta, BJP MLA Mangal Prabhat Lodha and industrialist Vallabh Bhansali also participated in the session, organised by Divyaj Foundation.
The chief minister also participated in another yoga session organised by BJP MP Poonam Mahajan and party MLA Ashish Shelar in suburban Bandra.
"It gives us immense satisfaction and happiness that 176 nations celebrated the yoga day today. The world has accepted the health benefits of yoga described by our prime minister. I believe that yoga will be the medium to provide good health to people," Mr Fadnavis later told reporters.
Several government employees and officials also participated in a yoga session led by Minister of State for Agriculture Sadabhau Khot at the state secretariat.