The annual 'parikrama' of the Goverdhan hill that is expected to draw around 10 million pilgrims began on Saturday, officials said.
The authorities have drawn up an elaborate security plan to avoid stampedes.
"During the next five days all roads will lead to Goverdhan," said Gopi Ballabh, a Hindu priest.
Devotees will go around the holy hill that Hindu god Krishna is said to have lifted on his finger to protect the locals from a blinding downpour. The fair will climax on July 31.