"Badal and deputy chief minister (Sukhbir Badal) met me in Vigyan Bhawan and they have also given representation to the prime minister and president. It is under consideration and we are examining the representation on all basis," Shinde told reporters here.
The SAD leaders met Prime Minister Manmohan Singh on Monday.
The Supreme Court last week rejected a petition by Bhullar seeking that his death sentence be commuted to life imprisonment as his mercy plea had not been decided by the president for a long time.
Bhullar was given capital punishment for the Sep 10, 1993, blast at the Indian Youth Congress (IYC) office in Delhi that left nine people dead and 17 others injured.
The attack targeted the then IYC president MS Bitta.