Pragya took the holy dip at Ram ghat amid tight security, her aide Bhagwan Jha told PTI.
On Wednesday, she called off her two-day-long hunger strike after the authorities made the arrangements for her visit to the Kumbh Mela.
She had started hunger strike at the government-run Pandit Khushilal Sharma Ayurvedic Hospital in Bhopal as the authorities earlier did not allow her to take part in the Kumbh Mela despite a Dewas court's order.
She is currently in judicial custody and undergoing treatment at the Ayurvedic hospital.
Last Friday, the NIA dropped all the charges against her and five others in the Malegaon blast case.
Seven people were killed in a blast in Malegaon town of Maharashtra on September 29, 2008.
Pragya is also being tried for allegedly masterminding the killing of Rashtriya Swayamsevak Sangh pracharak Sunil Joshi in Dewas district in 2007.
Image: Sadhvi Pragya takes holy dip in Kshipra river. Photograph: ANI_News/Twitter
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Sadhus and seers take holy dip during Ujjain Kumbh Mela