She will hold talks with President Pranab Mukherjee and Prime Minister Narendra Modi tomorrow to explore ways to step up cooperation between the two close neighbours whose ties faced some strains following the agitation by the Madhesi community last year.
"We are carrying a message of friendship from Nepal," Nepal's Foreign Minister Prakash Sharan Mahat, who is accompanying the president, told PTI.
During the talks, Bhandari is expected to seek India's support for local body polls to be held in Nepal on May 14.
"We are going to have election in May and we want support for it from India," he said.
On the proposed blockade by the Madheshi community, he said the Nepalese government is trying its best to fulfil aspirations of all sections including the Madheshi community.
Vice President Hamid Ansari, External Affairs Minister Sushma Swaraj, Home Minister Rajnath Singh and Finance Minister Arun Jaitley will also call on the Nepalese leader.
Nepal's Ambassador Deep Kumar Upadhyay hosted a dinner in honour of the president which was attended by a number of leading political leaders including Murli Manohar Joshi of BJP and CPI's D Raja.
Bhandari was scheduled to visit India in May last year, but the trip was cancelled after the then cabinet in Nepal did not endorse the visit, citing lack of preparations on the part of the government.
Earlier in the day, the external affairs ministry spokesperson tweeted, "Neighbourhood first. Bidhya Devi Bhandari, President of Nepal, arrives in New Delhi on State Visit to India."