"It is a spiritual land and I have come here on spiritual pilgrimage," he told reporters shortly after arriving in the winter capital of Jammu and Kashmir.
Later, Rajinikanth visited Shivkhori shrine and offered his prayers, officials said.
"I have come here on spiritual pilgrimage. I have been to Himachal Pradesh and I have been to Kashmir and for the first time have come to Jammu," he said in his brief interaction.
Rajnikath said he was a spiritual person.
"I am a spiritual person. From here, I am going to Himalayas, Rishikesh (Uttarakhand)," he said adding that "I have a lot of plans and I don't want to reveal it now".
Rajnikanth, who espoused a new line of "spiritual politics", had said his (yet-to-be named) party would contest all 234 seats in the next Assembly polls, due in 2021.
On March 5, the 67-year-old actor, short of announcing his political party, had invoked the legacy of late AIADMK founder MG Ramachandran and said he was confident of giving a good administration like the yesteryear matinee idol.
He had asserted that there was a leadership vacuum in Tamil Nadu and that he entered politics to fill that space.