Gandhi, along with state party chief Kamal Nath and election campaign committee head Jyotiraditya Scindia, prayed at the historic Shri Data Bandi Chhorh Sahib. They were warmly welcomed by the Gurdwara committee.
According to Congress, later in the day Gandhi will address a gathering at Mela Ground in Sheopur city and at Sabalgarh and Joura.
In the evening, he will hold a 26km-long road show from Joura to Morena. Around 8 p.m. he will take off for Delhi from Gwalior.
Madhya Pradesh goes to polls on November 28. The results will be announced on December 11.