The former Massachusetts governor has five closed-door events scheduled over several days.
The West Coast trip began Tuesday in Sacramento with a $1,000 per person kick-off lunch.
Romney is set to make stops in Orange County and Beverly Hills. Names on the O.C. invite list include billionaire investor George Argyros, a longtime GOP fundraiser.
He has no public appearances scheduled.
Romney has been working to build support in the Democratic-leaning state, even though California is expected to play only a token role in selecting the Republican nominee in 2012.
A bill pending in the Legislature would move California's presidential primary to June 2012 from February, a date by which the GOP contest is likely to be resolved.
California's deep coffers have long served to benefit national candidates. Romney raised more than $8 million in California in his 2008 run for the White house. The sum was by far this largest haul from any state according to the Center for Responsive Politics, which monitors election spending.
Romney owns and oceanfront home in San Diego County. He is also close with former eBay Inc. CEO Meg Whitman, who is helping lead Romney's national fundraising drive.
The Associated Press contributed to this report.