Modi will "set the party's narrative for the assembly elections" at the rally on Thursday, a BJP spokesperson said.
Fadnavis toured the state ahead of the next month's polls to highlight his government's performance in the last five years.
BJP sources said that it was expected that Modi would make some announcement related to the Metro Neo project for Nashik city.
Party leaders are also expecting some announcement for rural Maharashtra such as crop loan waiver.
After his campaign reached Nashik Wednesday evening, Fadnavis said, "Maha Janadesh Yatra is concluding tomorrow, and Maha Vijay Yatra (grand victory tour) is beginning."
Meanwhile, NCP and MNS activists showed black flags to Fadnavis as his convoy entered the city on Wednesday.
The Maharashtra Assembly elections are scheduled to be conducted in October-November this year.
The Congress and Nationalist Congress Party (NCP) have forged an alliance in the state with both deciding to contest 125 seats of the total 288 seats in the assembly. The alliance also includes some smaller parties.
(with inputs from agencies)