The Swedish activist arrived at Glasgow Central station on Saturday evening and was quickly surrounded by police and other activists as she made her way around the station.
The 18-year-old arrived by train a day after joining a protest outside the Standard Chartered headquarters in London on Friday.
The international Cop26 conference begins formally on Sunday, with a summit of 120 dignitaries and heads of state starting the following day.
Ms Thunberg is expected to take part in other demonstrations during the two-week event in Glasgow and speak at a rally hosted by the Cop26 Coalition.
However, the activist has noted that her formal participation in the summit is uncertain as she says she has not been formally invited to it.
When asked by the BBC’s Andrew Marr if she had been given an invitation to Cop26, she responded: “I don’t know. It’s very unclear. Not officially.
“I think that many people might be scared that if they invite too many radical young people, then that might make them look bad.”
Lukas Kiefer, a 25-year-old student from Germany who helped organise the journey, said that activists wanted to see more subsidies from governments for train travel rather than the aviation industry.
“In Europe, 43 per cent of all airports need subsidies from the government because otherwise they could not run because they’re just too expensive,” Mr Keifer said.
“For us, these subsidies need to go into the train tracks so that people can travel cheap on fast trains all over Europe, because that’s the only way to deal with the emissions of the aviation industry.”
The activists were joined on the journey by ambassadors, MEPs and delegations from the governments of the Netherlands, Belgium, Italy and Germany.
Additional reporting by PA