The Prime Minister designate then visited the 'Sadaiv Atal', the memorial of Vajpayee. Several Bharatiya Janata Party (BJP) leaders including party chief Amit Shah, Union Ministers Narendra Singh Tomar, J.P. Nadda, Prakash Javadekar, Ravi Shankar Prasad, Suresh Prabhu and Dharmendra Pradhan were also present.
Vajpayee was the first Prime Minister of a BJP-led government.
Modi's third stop was the National War Museum where he was accompanied by Defence Minister Nirmala Sitharaman, Army Chief Gen Bipin Rawat, Navy Chief Admiral Sunil Lanba and Vice Chief of Air Force RKS Bhadauria.
Modi briefly stood in silence to paid tributes to the fallen soldiers.
He will be sworn in as Prime Minister for a second term at a function at the Rashtrapati Bhavan on Thursday evening.