The incumbent DGP, Surendra Singh, retires today.
Shukla inspected a guard of honour at the old police headquarters after taking over. Prior to his elevation as DGP, he was appointed as Officer on Special Duty in the police headquarters earlier this month.
"MP Police have a glorious tradition and I will try to keep it intact," Shukla told reporters.
He had inherited a good team of officers who conducted the recently held Simhastha (Kumbh) Mela at Ujjain, winning acclaim from people.
But with emergence of new crimes and modus operandi, there were greater challenges, too, he noted.
State police has successfully managed to curb Naxalism and communal incidents, he said.