Adityanath was joined by Kerala BJP unit president Kummanam Rajashekharan in the seven-kilometre march.
"There is no scope for political violence in a democracy but unfortunately Kerala, God's own land, is witnessing politically sponsored violence," Adityanath told PTI.
"With this yatra we will make people aware about the misrule of the CPI(M). People are also coming out in huge numbers in support of this," he added.
The yatra (people's protection march) will travel through the state before culminating in Thiruvananthapuram on October 17.
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Several Union ministers will also participate in the march under the theme of 'All have to live! Against Jihadi-Red Terror'.
Shah, who is on a three-day visit to the state, will take part in the rally in Kannur tomorrow.
The BJP chief had also announced a 'padyatra' in all state capitals against the CPI(M)'s alleged targeting of his party workers and questioned Vijayan over the political violence in the state.