The official SUNA news agency said Sisi was "on a short visit to hold talks with President (Omar) al-Bashir."
About 300 Islamists protested the visit outside a downtown Khartoum mosque, a witness said.
Sisi arrived a day after he told the African Union summit in Equatorial Guinea that the continent must reinforce cooperation to face a "plague" of cross-border terrorist groups.
He took a similar message to Algeria on Wednesday during his first foreign trip since his election in May.
Egypt jointly ruled Sudan with Britain until 1956. Sisi, while he was still army chief, toppled Islamist president Mohamed Morsi last July. Sisi then won the May presidential poll by a landslide after crushing the opposition.
Egypt designated Morsi's Muslim Brotherhood movement a terrorist organisation in December and its members have been subjected to a crackdown which has left more than 1,400 people dead and at least 15,000 jailed.
Saudi Arabia also declared the Brotherhood a "terrorist" organisation, and it is banned in many Gulf countries.
Qatar's emir Sheikh Tamim bin Hamad Al-Thani visited Sudan in April and pledged 1 billion USD to help boost cash-strapped Khartoum's hard currency reserves.
Sudan has a debt of more than 40 billion USD, much of it in arrears, and has been under American sanctions since 1997.
Adding to the country's isolation, diplomatic and other sources said in March that major European and Saudi banks had stopped dealing with Sudan.
The country has been plagued by inflation, a declining currency and lack of reserves since South Sudan separated three years ago with most of Sudan's oil production.
Sisi, however, is unlikely to have any financial aid to offer Sudan.
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