The Leader of Opposition and president of the Bangladesh Nationalist Party arrived at the shrine in afternoon from Jaipur by road.
She stayed at the Dargah for about 20 minutes.
A ten-member delegation, including former State Minister for Foreign Affairs Reaz Rahman and BNP Vice Chairman Shamsher M Chowdhry, was accompanying her during the visit.
She did not talk to the media.
The Bangladeshi leader had arrived in New Delhi on October 28 on a week-long visit.
She will be in India till November 3.