It is believed Dhoni's wife, Sakshi, also accompanied him on the tour.
Dhoni arrived with the team in the city from Perth on Wednesday evening.
He is expected to be at the nets on Friday which is a change in the schedule of the touring cricket party.
Earlier, the team had decided to treat Friday as a rest day. Dhoni is facing severe criticism after India [ Images ] lost the ongoing series 0-3 by going down in less than three days in the third Test in Perth.
To add to his woes, he was banned from the fourth Test starting in Adelaide on January 24 for his team's slow over-rate.
Adelaide has over 50 vineyards and it is said wine from the Adelaide Hills was once sent to Queen Victoria in 1844.