The Cosmic Censorship Conjecture is yet one of the unresolved problems in General Relativity. It states that the space-time singularity produced by Gravitational Collapse must be covered by the horizon. In fact the conjecture has not yet any precise mathematical proof. Most of the counter examples of Cosmic Censorship Conjecture present in the literature either belong to Vaidya space-time or to the Tolman-Bondi space-time. Here the objective is to fully investigate the situation in the background of higher dimensional Szekeres space-time. The higher dimensional Szekeres's metric has been presented and the corresponding quasi-spherical solution has been found for dust case. The condition for shell-focusing singularity have been found by considering outgoing radial null geodesic which terminate in the past at the central singularity. The time difference between the formation of apparent horizon and central singularity have been analyzed due to gravitational collapse. Finally, the nature of central shell focusing singularity (naked singularity or black hole) for dust and imperfect fluid collapse have been investigated.