Nepal King in India on March 20
The main purpose of the visit is to attend the Hindu festival of Koti Home ("sacred fire") at Kanchikamakoti Pith in southern India, the palace said in a statement.
During a stopover in New Delhi, the king will meet senior Indian leaders including Prime Minister Atal Behari Vajpayee and President Abdul Kalam, AFP reported.
It is Gyanendra's second trip to Nepal's giant neighbor since he ascended the throne of the world's only Hindu kingdom in June 2001.
Gyanendra became king after his brother king Birendra and nine other members of the royal family were gunned down at their palace.
The massacre was carried out by crown prince Dipendra, who turned the gun on himself. An official report said Dipendra was drunk and furious his parents had rejected his desired fiancée.