This is the second visit of the former king to India after he was dethroned in May, 2008.
Sources said Shah will go to Orissa via New Delhi on Sunday. He will attend the wedding function in Orissa.
He will then head to Rajasthan to meet his relatives. It is not known when he will return to to Kathmandu.
His spouse Komal and personal secretary Sagar Prasad Timalsena will accompany him.
Why is former King Gyanendra visiting Bhutan?