Shah, who is on a three-day tour to Madhya Pradesh since Friday, visited 'Shaurya Smarak' last night.
The sprawling war memorial, dedicated to the nation by Prime Minister Narendra Modi in October last year, has been built by the state government in the memory of martyrs.
Shah was accompanied by Chief Minister Shivraj Singh Chouhan, state BJP president Nandkumar Singh Chauhan and party's national general secretary Kailash Vijayvargiya.
The BJP chief also visited galleries which are a part of the memorial complex located near the state secretariat, a memorial staff said.
Shah paid floral tributes at the eternal flame as a mark of respect to the martyred soldiers.
"The efforts made by the Madhya Pradesh government to preserve its history is laudable and an example for others to follow. I praise CM Shivraj Singh Chouhan for it," Shah wrote in the visitors' book.
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