His engagements in the national capital have not been disclosed.
Deputy Chief Minister Devendra Fadnavis is not accompanying Shinde, according to his office.
It is also not clear when Shinde will return to Maharashtra from Delhi.
Shinde took oath as the chief minister on June 30, two days after his predecessor Uddhav Thackeray resigned as his government was reduced to a minority due to the rebellion led by Shinde and 39 MLAs of Shiv Sena.
This will be the fifth visit of Shinde to Delhi after assuming the charge of the CM.
He had gone to Delhi to meet Prime Minister Narendra Modi and other BJP leaders. In another visit, he met with Lok Sabha Speaker Om Birla with a breakaway group of 12 MPs of Shiv Sena. He had also attended the swearing-in ceremony of Droupadi Murmu as the President.
Fadnavis had earlier said that the new council of ministers will be formed soon.
Shiv Sena MP Sanjay Raut had taken potshots at the new government over the delay in the allocation of portfolios.