Mike Baird is due to arrive in India today, despite warnings from DFAT that militants may be planning attacks in the country.
The NSW premier will visit Ahmedabad, New Delhi and Mumbai over four days to promote trade relations.
The Department of Foreign Affairs and Trade this week warned Australian travellers to exercise a high degree of caution in India.
DFAT referred to intelligence suggesting militants might be planning attacks against upmarket Mumbai hotels.
But Mr Baird insisted he would be safe and would go ahead with the trip as planned.
"We cannot let the threats that we are seeing dictate to us," he told reporters in Sydney on Thursday.
"They won't dictate to me, they won't dictate to Sydney, they won't dictate to NSW."
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