Minister of State for Finance Anurag Thakur first arrived at the residence of Chautala at 18 Janpath in the national capital and then took him along in his vehicle to Shah's residence.
Earlier in the day, while addressing a press conference, Jannayak Janata Party chief, who appeared as a kingmaker in Haryana politics after his party won 10 seats in October 21 polls, kept his options open on aligning with the Congress or BJP, saying both parties are not "untouchable."
"We haven't spoken to anyone... the key still lies with the JJP for a stable government in Haryana," said Chautala at a media briefing, insisting that his party had taken "no decision on support to anyone yet".
"For us, neither the Congress nor the BJP is untouchable. We will support the party which agrees to implement our agenda of common minimum programme," said Chautala.
He said any party which would agree to "implement a farm loan waiver, 75 per cent reservation to youths in the private sector and Rs 5,100 pension for senior citizens, we will support it".
Speaking after the JJP national executive, Chautala said some members of his party wanted a tie-up with the BJP while others favoured the Congress. "If somebody wants to be our partner on the issues that we fought this election and give us due respect, we will support them," he said.
He said his party MLAs would decide the alliance issue.
The results declared on Thursday gave a hung assembly as none of the parties could reach the majority mark of 45 seats.
The BJP won 40 seats, the Congress 31, the JJP 10 while the independents candidates won seven seats. The Gopal Kanda-led HKP party and INLD won one seat each.
Earlier in the day, the BJP appeared to have stitched together an alliance with eight independents to form the government. These independents have pledged their "unconditional support" to the saffron party led by Manohar Lal Khattar.
( With inputs from IANS )