Sena ministers Subhash Desai, Diwakar Raote, Eknath Shinde and Ramdas Kadam are accompanying Fadnavis.
The visit to Delhi in the middle of session comes against the backdrop of Shiv Sena supporting opposition's demand of loan waiver for farmers.
The opposition Congress and NCP have said they will not allow the legislature to function if loan waiver is not announced.
Fadnavis termed the demand as politically motivated, made in the aftermath of Congress and NCP's poor showing in the local body elections.