Chief Minister Shivraj Singh Chouhan also performed 'pranayam' and other exercises at his home, an aide said.
In his message, Chouhan urged people to stay indoors and practice yoga for a healthy body and mind.
"Yoga is like a 'ram-baan aushadhi'. Everyone must remain healthy, happy and perform yoga by staying at home, the chief minister said.
He said yoga is all the more important nowadays as it strengthens the body, which is required in these turbulent times.
At a few places in Bhopal, morning-walkers wearing masks were seen doing yoga on road sidewalks while maintaining physical distance.
Prakash Bachani, a 62-year-old yoga enthusiast from Bhopal's Chunabhattiarea, said he does exercises daily to stay fit and healthy.
"I performed different yoga asanas for over 40minutes today," he said.
Till 2018, the then BJP government headed by Chouhan used to hold a mega event at the Lal Parade ground here to mark the International Day of Yoga.
Though the BJP is back in power in the state since March, this time it asked people to practice yoga indoors in view of the COVID-19 outbreak. LAL GK GK