This was Thakur's first visit to the national capital after assuming office.
Thakur was sworn in as the chief minister on December 27 in the presence of the prime minister, several chief ministers and top BJP leaders including party chief Amit Shah in Shimla.
The chief minister was earlier accorded a warm welcome by the staff of Himachal Bhawan on his arrival here.
Later, while talking to people, he said he was grateful to the people of the state for reposing their faith in him and bringing the BJP to power.
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The BJP defeated the Congress by winning 44 seats in the 68-member assembly.
The Congress managed to bag just 21 seats.
The assembly polls took place on November 9 and the results were announced on December 18.